0
Q
Beta (β)
A
The Beta (β) of a stock or portfolio is a number describing the correlated volatility of an asset in relation to the volatility of the benchmark that said asset is being compared to
1
Q
Jensen’s Alpha
A
Jensen’s alpha = Portfolio Return − [Risk Free Rate + Portfolio Beta * (Market Return − Risk Free Rate)]
CFP: Investments
flashcards
Decks in class (16)
# Cards
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Terms0
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Equations2
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1. Securities Markets and Market Mechanics40
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2. Measuring Returns and Risk41
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3. Managing Portfolios: Theory33
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7. Fundemental Analysis0
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10. Investment Companies0
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11. Options And Other Derivative Securities0
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12. Futures0
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13. Tax Issues In Investing0
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14. Managing Portfolios: The Practice42
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4. Evaluating Portfolio Performance11
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5. Market Efficiency0
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6. Equities0
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8. Debt Insturments: Qualitative Aspects0
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9. Debt Imstruments: Quantitative Issues0
