Knowledge

List of financial performance measures

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225: 230: 19: 275: 107: 205: 84: 132: 102: 23: 280: 255: 156: 147: 127: 120: 79: 51: 8: 180: 161: 142: 137: 220: 210: 175: 72:: return depending only on start date and end date of one overall observation period 46: 41: 194: 63: 245: 75: 69: 269: 250: 240: 112: 235: 200: 97: 215: 87:: annualized growth in capital assuming that dividends are reinvested 260: 165: 188: 66:: average return of different observation periods 20:Outline of finance § Performance measurement 267: 30:list of measures of financial performance 268: 226:Modigliani risk-adjusted performance 35: 13: 189:Risk-adjusted performance measures 57: 14: 292: 91: 1: 231:Roy's safety-first criterion 108:Tail conditional expectation 7: 10: 297: 192: 17: 28:This article comprises a 206:Coefficient of variation 85:Total shareholder return 133:Discounted maximum loss 103:Distortion risk measure 24:Performance measurement 256:Upside potential ratio 157:Deviation risk measure 148:Spectral risk measure 128:Coherent risk measure 121:Entropic risk measure 276:Financial accounting 117:Convex risk measure 80:return on investment 52:Return on investment 181:Interquartile range 162:Standard deviation 143:Superhedging price 138:Expected shortfall 211:Information ratio 176:Interdecile range 64:Arithmetic return 36:Basic definitions 288: 70:Geometric return 47:Return on assets 42:Return on equity 296: 295: 291: 290: 289: 287: 286: 285: 266: 265: 197: 195:Financial ratio 191: 94: 60: 58:Return measures 38: 26: 12: 11: 5: 294: 284: 283: 278: 264: 263: 258: 253: 248: 246:Sterling ratio 243: 238: 233: 228: 223: 221:Jensen's alpha 218: 213: 208: 203: 193:Main article: 190: 187: 186: 185: 184: 183: 178: 170: 169: 168: 154: 153: 152: 151: 150: 145: 140: 135: 125: 124: 123: 115: 110: 105: 93: 90: 89: 88: 82: 76:Rate of return 73: 67: 59: 56: 55: 54: 49: 44: 37: 34: 9: 6: 4: 3: 2: 293: 282: 281:Finance lists 279: 277: 274: 273: 271: 262: 259: 257: 254: 252: 251:Treynor ratio 249: 247: 244: 242: 241:Sortino ratio 239: 237: 234: 232: 229: 227: 224: 222: 219: 217: 214: 212: 209: 207: 204: 202: 199: 198: 196: 182: 179: 177: 174: 173: 171: 167: 163: 160: 159: 158: 155: 149: 146: 144: 141: 139: 136: 134: 131: 130: 129: 126: 122: 119: 118: 116: 114: 113:Value at risk 111: 109: 106: 104: 101: 100: 99: 96: 95: 92:Risk measures 86: 83: 81: 77: 74: 71: 68: 65: 62: 61: 53: 50: 48: 45: 43: 40: 39: 33: 31: 25: 21: 16: 236:Sharpe ratio 201:Calmar ratio 98:Risk measure 29: 27: 15: 270:Categories 216:Jaws ratio 172:Mid-range 18:See also: 261:V2 ratio 166:Variance 22:, and 164:or 78:or 272:: 32:.

Index

Outline of finance § Performance measurement
Performance measurement
Return on equity
Return on assets
Return on investment
Arithmetic return
Geometric return
Rate of return
return on investment
Total shareholder return
Risk measure
Distortion risk measure
Tail conditional expectation
Value at risk
Entropic risk measure
Coherent risk measure
Discounted maximum loss
Expected shortfall
Superhedging price
Spectral risk measure
Deviation risk measure
Standard deviation
Variance
Interdecile range
Interquartile range
Financial ratio
Calmar ratio
Coefficient of variation
Information ratio
Jaws ratio

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