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Upside potential ratio. The upside-potential ratio is a measure of a return of an investment asset relative to the minimal acceptable return. The measurement allows a firm or individual to choose investments which have had relatively good upside performance, per unit of downside risk . where the returns have been put into increasing order.
Downside risk is the financial risk associated with losses. That is, it is the risk of the actual return being below the expected return, or the uncertainty about the magnitude of that difference. [1][2] Risk measures typically quantify the downside risk, whereas the standard deviation (an example of a deviation risk measure) measures both the ...
The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio, or strategy. [1] It is a modification of the Sharpe ratio but penalizes only those returns falling below a user-specified target or required rate of return , while the Sharpe ratio penalizes both upside and downside volatility equally.
Sharpe ratio. In finance, the Sharpe ratio (also known as the Sharpe index, the Sharpe measure, and the reward-to-variability ratio) measures the performance of an investment such as a security or portfolio compared to a risk-free asset, after adjusting for its risk. It is defined as the difference between the returns of the investment and the ...
Post-modern portfolio theory. Simply stated, post-modern portfolio theory (PMPT) is an extension of the traditional modern portfolio theory (MPT) of Markowitz and Sharpe. Both theories provide analytical methods for rational investors to use diversification to optimize their investment portfolios. The essential difference between PMPT and MPT ...
Well logging, also known as borehole logging is the practice of making a detailed record (a well log) of the geologic formations penetrated by a borehole.The log may be based either on visual inspection of samples brought to the surface (geological logs) or on physical measurements made by instruments lowered into the hole (geophysical logs).
Financial signal processing. Financial signal processing is a branch of signal processing technologies which applies to signals within financial markets. They are often used by quantitative analysts to make best estimation of the movement of financial markets, such as stock prices, options prices, or other types of derivatives.
Let us calculate the probability of avoiding resonance capture in homogeneous and heterogeneous environments natural uranium-graphite. In both media the ratio of carbon and 238 U nuclei N C /N S =215. The diameter of the uranium rod is d=3 cm. Taking into account that ξC=0.159, σ C a =4.7 barn, we calculate the following probability;