Cov txheej txheem:
- Tus nqi Treynor yog dab tsi?
- Tus nqi Treynor phem yog dab tsi?
- Puas cov khoom lag luam nrog beta ntau dua 1 muaj qhov sib piv Treynor siab dua li kev ua lag luam?
- Qhov piv twg zoo dua Sharpe lossis Treynor?
Video: Yuav txhais li cas treynor piv?
2024 Tus sau: Fiona Howard | [email protected]. Kawg hloov kho: 2024-01-10 06:38
Kev nkag siab txog Treynor Ratio Hauv qhov tseem ceeb, Treynor piv yog kev pheej hmoo-hloov ntsuas kev xa rov qab raws li qhov kev pheej hmooNws qhia ntau npaum li cas rov qab nqis peev, xws li cov ntaub ntawv ntawm cov khoom lag luam, cov peev nyiaj sib koom, lossis cov peev nyiaj pauv pauv, khwv tau los ntawm qhov kev pheej hmoo ntawm kev nqis peev uas xav tau.
Tus nqi Treynor yog dab tsi?
Thaum siv Treynor Ratio, nco ntsoov:
Piv txwv li, Treynor Ratio ntawm 0.5 zoo duaib qho ntawm 0.25, tab sis tsis tas yuav ob zaug li zoo. Tus lej yog qhov tshaj rov qab mus rau qhov tsis muaj kev pheej hmoo. Tus denominator yog Beta ntawm cov ntaub ntawv, los yog, nyob rau hauv lwm yam lus, ib qho kev ntsuas ntawm nws systematic txaus ntshai.
Tus nqi Treynor phem yog dab tsi?
Muab nws qhov beta ntawm 1.07, cov nyiaj tsis zoo Treynor piv qhia tias cov nyiaj tsis tau them nyiaj txaus nws cov tub ua lag luam rau qhov pheej hmoo nws tau ua rau lawv; nws cov nyiaj rov qab tau qis dua qhov pheej hmoo tsis pub rov qab los ntawm 3 xyoo dhau los.
Puas cov khoom lag luam nrog beta ntau dua 1 muaj qhov sib piv Treynor siab dua li kev ua lag luam?
Tus Treynor piv siv cov ntaub ntawv pov thawj "beta" raws li nws qhov kev pheej hmoo. … Ntau cov khoom lag luam tsis hloov pauv yuav muaj beta ntau dua ib qho, hos cov khoom lag luam tsawg dua muaj beta qis dua ib qho. Cov khoom lag luam beta siab nce thiab poob sai dua li cov beta qis qis hauv kev lag luam nce lossis nqis.
Qhov piv twg zoo dua Sharpe lossis Treynor?
Thaum tus qauv sib txawv ntsuas tag nrho cov kev pheej hmoo ntawm cov ntaub ntawv khaws cia, Beta ntsuas qhov kev pheej hmoo. … Yog li ntawd, Sharpe yog ib qho kev ntsuas zoo uas cov ntaub ntawv khaws cia tsis zoo sib txawv thaum Treynor yog qhov kev ntsuas zoo duaqhov chaw cov ntaub ntawv muaj ntau haiv neeg.
Pom zoo:
Ib qho piv txwv ntawm kev ua piv txwv yog dab tsi?
Raws li qhov piv txwv ntawm kev ua qauv zoo, xav tias hauv cov pejxeem ntawm 10,000 tus neeg, tus kws txheeb cais xaiv txhua 100 tus neeg rau kev kuaj. Cov sijhawm piv txwv kuj tseem tuaj yeem ua tau zoo, xws li xaiv tus qauv tshiab los kos los ntawm txhua 12 teev .
Puas piv cov nqe lus sib piv?
Ib qhov sib piv thiab/lossis cov kab lus sib piv yuav tsum tau yog tias koj raug nug kom tshuaj xyuas qhov zoo sib xws thiab/lossis qhov sib txawv Sib piv tsom rau qhov zoo sib xws. Contrast tsom rau qhov sib txawv. Cov kab lus qhia txog lub ntsiab lus thiab lub hom phiaj los sib piv thiab/lossis sib piv X thiab Y;
Rau cov khoom poisson tus piv yog qhov piv ntawm?
Poisson tus piv (v) yog qhov tsis tu ncua hais txog cov kev hloov pauv hauv qhov ntev. Nws txhais tau tias yog qhov piv ntawm kev hloov pauv ntawm qhov dav dav ntawm ib chav tsev dav kom hloov pauv hauv axial ntev ntawm ib chav tsev ntev los ntawm axial stretching lossis stressing ntawm cov khoom .
Yuav ua li cas eurasia kev vam meej yuav lub maya piv?
Nrog dab tsi Eurasian kev vam meej tuaj yeem muab piv rau Maya? Vim tias nws cov qauv kev nom kev tswv tsis sib haum xeeb, kev vam meej Maya classical zoo ib yam li lub nroog sib tw- xeev ntawm Mesopotamia lossis Greek classical dua li cov qauv imperial ntawm Rome, Persia, lossis Tuam Tshoj .
Vim li cas thiaj siv tus sib piv thiab sib piv?
Sib piv yuav tsum yog siv thaum koj piv cov piv txwv ntawm tib chav kawmTus sib piv tuaj yeem siv los sib piv cov piv txwv ntawm cov chav sib txawv. Sib piv yog siv los ntawm cov chav kawm uas yuav tsum tau txhais lub ntuj xaj rau nws cov khoom.
