English translation for "夏普指数"

sharratio

Example Sentences:

	1.	In the field of securities investment , earning rate , standard deviation , sharpe index , treynor index and jensen index are five important indexes for assessing fund performance 摘要在证券投资领域中，收益率、标准差、夏普指数、特雷诺指数和詹森指数是评价基金绩效的五个重要指标。
	2.	Some of securities investment fund is evaluated by fund rate of return , treynor index , jensen index and sharpe index in this article . there is any conclusion according analyzing evaluation of performance in the article 根据国内的现实情况，采用应用较为广泛、成熟的基金收益率、特雷诺指数、詹森指数、夏普指数对部分基金进行了评价。
	3.	In the beginning , the main appraisal methods are summarized in western countries , which are treynor index , sharpe index and jensen index based on capital and asset pricing model and multi - factors model 首先概括了西方投资基金业绩评价的主要方法，建立于capm模型基础上的特雷诺指数、夏普指数和詹深指数的单指数模型和多因素的业绩评价模型。
	4.	On the aspect of performance appraisal , western countries has accumulated abundant research outcomes , among which the most famous methods are treynor index , sharpe index and jensen index based on the asset portfolio theorem and capital and asset pricing model 在业绩评价这方面，西方国家积累了大量的研究成果，其中最著名的是基于资产组合理论和资本资产定价模型的特雷诺指数、夏普指数和詹深指数等。
	5.	Firstly , the author evaluated the fund through the technology and tested it with examples . basted on the capital asset pricing model and the theory of portfolio , the paper used the ratio of profit according time to evaluate the profit ; used the a and 3 to evaluate the risk ; used the sp , tp , a p to evaluate the profit according to the risk ; used the ability of liquid and so on to evaluate the fund portfolio . otherwise , the author corrected the asset of fund according to the specialty of our country 技术面评价以证券投资组合理论和资本资产定价模型为基础，运用时间加权收益率对基金收益进行评价；运用系数、系数对基金风险进行评价；运用夏普指数、特雷纳指数、詹森指数、积极投资效率指数对基金进行收益和风险配比评价；运用基金平均市盈率、股票集中度、股票日换手率、基金流动性和基金平均涨幅对基金进行组合质量评价；并根据我国股市的特点对基金净值进行修正计算，对基金实际价值进行评估。
	6.	Through comparing with the advantage and disadvantage of pure earning method ( per net capital , investment earning ratio ) and risk - adjusted method ( jensen index , treynor index , sharpe index , m2 , t - m model , h - m model , morning star ) . the paper point out the existing problem on the performance measurement of equity investment fund 其次，对证券投资基金绩效的评价方法进行综合性介绍；主要介绍传统的纯收益法(如：基金单位净资产，基金的投资收益率)和现代的风险调整法(如：詹森指数、特雷利诺指数、夏普指数、 m2指标、 t ? m模型法、 h ? m模型法、晨星法)以及数据包络分析方法。
	7.	These standards , due to which even mistaken decisions are caused , can never meet the need of the analysis on the multiobjective risky decision in investment . as a better choice , this paper puts forward the principles about the analysis on it , including sharp index and lint index , expected utility net , etc . the third section establishes a multiobjective risky decision model 作为一种改进，本文提出了多目标风险型决策分析的决策规则，包括夏普指数法和林特指数法、期望效用值法等。第三部分，提出了建立多目标风险型投资决策模型。
	8.	Chapter three , the traditional indexes in performance appraisal of investment funds , such as original earning rate , jensen index , sharpe index and treynor index have been studied in comparison . semi - risk adjusted earning rate , m2 measure index and vavoc index etc . are improved performance appraisal indexes , and have been introduced 通过对投资基金绩效评价的传统指标：原始收益率、詹森指数、夏普指数、特雷诺指数的比较研究后，讨论了下侧风险调整收益率、 m ~ 2测度指数、 vavoc指标等主要的改进指标。
	9.	It can make evaluation results more apparent and objective when used to evaluate performance of chinese securities investment funds comprehensively . from three aspects of fund performance , that is risk premium , performance attribution and performance persistence , this paper selects 11 evaluating index , which include sharpe index , treynor index , jenson index and so on . it makes this evaluation system can represent funds ’ performance information completely , afterwards main component analysis is carried out to predigest evaluation outcome to obtain final evaluation result 本文从基金业绩的风险收益、业绩归属、持续性三个方面选取了11个评价基金业绩的指标,其中包括夏普指数、特雷诺指数、詹森指数、市场时机选择系数、股票选择系数、持续性指标等,使该评价体系能较为全面地代表基金业绩的信息,然后通过主成分分析法来简化评价信息,以获得最终的综合评价结果。
	10.	In chapter three , the author adopt conventional risk indices including p , bp and full range , and such portfolios management evaluation ratios as jenson ' s alpha , treynor ratio and sharpe ratio to evaluate risk - adjusted investment performance and relevant risk indices of value stock portfolio and of glamour stock portfolio in buy - hold average returns ( bhars ) and average monthly returns ( amrs ) term 在文章的第三章，作者利用传统的风险指标。 ， ?刀，和全距以及夏普指数、特雷诺指数和詹森指数对上述持有期为一年的一维、二维等权和权重价值反转投资策略的价值投资组合和魅力投资组合的风险和投资业绩进行了计算，同样从买入并持有收益率和组合月均收益率两个角度入手。

Similar Words：

"夏普夏尔" English translation, "夏普县" English translation, "夏普县 (阿肯色州)" English translation, "夏普站" English translation, "夏普整机生产公司" English translation, "夏浦船务有限公司" English translation, "夏期吃水标" English translation, "夏期木材载重线" English translation, "夏期区域" English translation, "夏期用织物" English translation