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The Weissman score is a performance metric for lossless compression applications. It was developed by Tsachy Weissman, a professor at Stanford University, and Vinith Misra, a graduate student, at the request of producers for HBO's television series Silicon Valley, a television show about a fictional tech start-up working on a data compression algorithm.
Calmar ratio; Coefficient of variation; Information ratio; Jaws ratio; Jensen's alpha; Modigliani risk-adjusted performance; Roy's safety-first criterion; Sharpe ratio; Sortino ratio; Sterling ratio; Treynor ratio; Upside potential ratio; V2 ratio
The simple Dietz method [1] is a means of measuring historical investment portfolio performance, compensating for external flows into/out of the portfolio during the period. [2] The formula for the simple Dietz return is as follows: = + / where is the portfolio rate of return,
5-limit Tonnetz. Five-limit tuning, 5-limit tuning, or 5-prime-limit tuning (not to be confused with 5-odd-limit tuning), is any system for tuning a musical instrument that obtains the frequency of each note by multiplying the frequency of a given reference note (the base note) by products of integer powers of 2, 3, or 5 (prime numbers limited to 5 or lower), such as 2 −3 ·3 1 ·5 1 = 15/8.
The sustainable growth rate is the growth rate in profits that a company can reasonably achieve, consistent with its established financial policy.Relatedly, an assumption re the company's sustainable growth rate is a required input to several valuation models — for instance the Gordon model and other discounted cash flow models — where this is used in the calculation of continuing or ...
The only information is given by the ratios between components, so the information of a composition is preserved under multiplication by any positive constant. Therefore, the sample space of compositional data can always be assumed to be a standard simplex, i.e. κ = 1 {\displaystyle \kappa =1} .
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In finance, Jensen's alpha [1] (or Jensen's Performance Index, ex-post alpha) is used to determine the abnormal return of a security or portfolio of securities over the theoretical expected return. It is a version of the standard alpha based on a theoretical performance instead of a market index .