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
-
Outperformance -
StabilityOfOutperformance -
ProbabilityOfOutperformance -
Tracking terror -
PositiveReturnElasticity -
NegativeReturnElasticity -
JensenRegressionAlpha -
JensenRegressionBeta -
SharpeRatioEx -
Modigliani measure -
TreynorRatioEx -
InformationRatio