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Sharpe ratio

  • 夏普比率:一种用于衡量投资组合风险调整后收益的指标。它是投资组合超额收益与投资组合波动性之比,越高表示单位风险所获得的超额收益越多。

专业释义英英释义

  • 夏普比率 - 引用次数:5

    Study shows that the former’s accumulated earning is significantly lower than the latter, same as the sharpe ratio.

    研究表明,前者的累计收益明显低于后者,夏普比率也小于后者。

    参考来源 - 中国股市价值成长投资策略的实证研究
    风险调整后的回报

·2,447,543篇论文数据,部分数据来源于NoteExpress

Sharpe ratio

  • abstract: The Sharpe ratio (also known as the Sharpe index, the Sharpe measure, and the reward-to-variability ratio) measures the excess return (or risk premium) per unit of deviation in an investment asset or a trading strategy, typically referred to as risk (and is a deviation risk measure), named after William Forsyth Sharpe.

以上来源于: WordNet

双语例句权威例句

  • The Sharpe ratio based on annual returns was a very healthy 1.27.

    夏普比率建立非常健康的1.27年度回报上。

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  • That led to the widespread use of the Sharpe ratio as a measurement tool.

    因此,许多人开始使用夏普指数作为衡量工具

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  • The maximum Sharpe ratio for the given set of assets is the return value of the Callable task.

    给定资产最大sharpe比率Callable任务返回

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