Sharpe ratio and Standard score

Shortcuts: Differences, Similarities, Jaccard Similarity Coefficient, References.

Difference between Sharpe ratio and Standard score

Sharpe ratio vs. Standard score

In finance, the Sharpe ratio (also known as the Sharpe index, the Sharpe measure, and the reward-to-variability ratio) is a way to examine the performance of an investment by adjusting for its risk. In statistics, the standard score is the signed number of standard deviations by which the value of an observation or data point differs from the mean value of what is being observed or measured.

Similarities between Sharpe ratio and Standard score

Sharpe ratio and Standard score have 3 things in common (in Unionpedia): Expected value, Omega ratio, Standard deviation.

Expected value

In probability theory, the expected value of a random variable, intuitively, is the long-run average value of repetitions of the experiment it represents.

Expected value and Sharpe ratio · Expected value and Standard score · See more »

Omega ratio

The Omega ratio is a risk-return performance measure of an investment asset, portfolio, or strategy.

Omega ratio and Sharpe ratio · Omega ratio and Standard score · See more »

Standard deviation

In statistics, the standard deviation (SD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is used to quantify the amount of variation or dispersion of a set of data values.

Sharpe ratio and Standard deviation · Standard deviation and Standard score · See more »

The list above answers the following questions

What Sharpe ratio and Standard score have in common
What are the similarities between Sharpe ratio and Standard score

Sharpe ratio and Standard score Comparison

Sharpe ratio has 42 relations, while Standard score has 19. As they have in common 3, the Jaccard index is 4.92% = 3 / (42 + 19).

References

This article shows the relationship between Sharpe ratio and Standard score. To access each article from which the information was extracted, please visit:

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