Key figures for comparing a security with a benchmark
The key figures in this category are either time series or refer to an evaluation date.
Evaluations
- Key risk figures portfolio
- Key risk figures for segments
- Key risk figures for securities
- Jensen regression portfolio
- Jensen regression security
- Negative elasticity (B)
- Positive elasticity (B)
MM-Talk functions
OutperformanceStabilityOfOutperformanceProbabilityOfOutperformanceTracking terrorPositiveReturnElasticityNegativeReturnElasticityJensenRegressionAlphaJensenRegressionBetaSharpeRatioExModigliani measureTreynorRatioExInformationRatio