Treynor index是
Treynor Ratio: The Treynor ratio, also known as the reward-to-volatility ratio, is a metric for returns that exceed those that might have been gained on a risk-less investment, per each unit of 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。 The Treynor index or Treynor ratio, also referred to as the reward-to-volatility ratio, is an investment measurement index invented by Jack Treynor that indicates how much an investment that involves some level of risk has earned over a risk-less investment per unit of market risk (given in the following calculation as the beta coefficient): 3. Treynor index, Sharpe index and Jensen index are classic methods of risk adjusted index methodology. 风险调整指数方法的典型是Treynor指数、Sharpe指数和Jensen指数，他们在一定条件下存在确定的线性关系。 4. 911查询·英语单词大全. 4. Treynor Index: A measure of a portfolio's excess return per unit of risk, equal to the portfolio's rate of return minus the risk-free rate of return, divided by the portfolio's beta. This is a similar ratio to the Sharpe ratio, except that the portfolio's beta is considered the measure of risk as opposed to the variance of portfolio returns.
Treynor Index: A measure of a portfolio's excess return per unit of risk, equal to the portfolio's rate of return minus the risk-free rate of return, divided by the portfolio's beta. This is a similar ratio to the Sharpe ratio, except that the portfolio's beta is considered the measure of risk as opposed to the variance of portfolio returns.
Treynor-Black Model: A type of asset allocation model that was developed by Jack Treynor and Fischer Black. The model tries to determine the optimal combination of passively and actively managed Treynor Ratio: The Treynor ratio, also known as the reward-to-volatility ratio, is a metric for returns that exceed those that might have been gained on a risk-less investment, per each unit of 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。 The Treynor index or Treynor ratio, also referred to as the reward-to-volatility ratio, is an investment measurement index invented by Jack Treynor that indicates how much an investment that involves some level of risk has earned over a risk-less investment per unit of market risk (given in the following calculation as the beta coefficient):
2013年3月20日 由1990年諾貝爾經濟學獎得主威廉夏普（William Sharpe）於上世紀60年代所創立， 是衡量收益及風險參考指標之一。 閱讀全文.
特雷诺指数（Treynor ratio）用TR表示，是每单位风险获得的风险溢价，是投资者判断 某一基金管理者在管理基金过程中所冒风险是否有利于投资者的判断指标。特雷诺 特雷诺指数（Treynor）：特雷诺指数是以基金收益的系统风险作为基金绩效调整的 因子，反映基金承担单位系统风险所获得的超额收益。指数值越大，承担单位系统 风险 只有战胜了市场基准组合获得超额收益，才是专家理财概念的最佳诠释。 特雷诺 指数(Treynor)和夏普指数(Sharpe)尽管能给出不同基金绩效的排序， 却无法准确地 2018年12月8日 衡量投资组合绩效，单看收益率是不行的，需要结合风险综合考虑。综合衡量收益和 风险有三大指标，分别是α、Sharpe Ratio、Treynor Ratio，此外还 2007年11月30日 (ps Sharpe ratio是除以標準差) 譬如某基金的excess return是0.8%，Beta值是1.2， 那麼它的Treynor ratio就是0.67。在比較的時候，Treynor ratio愈高 崔納指標（Treynor Index）. 與夏普指標近似，同樣是衡量調整風險後的基金績效， 不同的是崔納指標看的是承擔每一單位系統風險所獲得的超額報酬，因此，計算方式 treynor index的中文意思：崔纳指标…，查阅treynor index的详细中文翻译、发音、 用法和例句等。
Treynor ratio and risk free rate. The risk free rate stated in the Treynor ratio is a theoretical concept and doesn’t exist in reality. However, in practice often the 3-month T-Bill or the Libor rate is used as the risk free rate. Retail investors could also opt for using the interest rate of their savings account.
特雷诺指数（Treynor）：特雷诺指数是以基金收益的系统风险作为基金绩效调整的 因子，反映基金承担单位系统风险所获得的超额收益。指数值越大，承担单位系统 风险 只有战胜了市场基准组合获得超额收益，才是专家理财概念的最佳诠释。 特雷诺 指数(Treynor)和夏普指数(Sharpe)尽管能给出不同基金绩效的排序， 却无法准确地 2018年12月8日 衡量投资组合绩效，单看收益率是不行的，需要结合风险综合考虑。综合衡量收益和 风险有三大指标，分别是α、Sharpe Ratio、Treynor Ratio，此外还 2007年11月30日 (ps Sharpe ratio是除以標準差) 譬如某基金的excess return是0.8%，Beta值是1.2， 那麼它的Treynor ratio就是0.67。在比較的時候，Treynor ratio愈高
In Finance the Treynor–Black model is a mathematical model for security selection published by Fischer Black and Jack Treynor in 1973. The model assumes an investor who considers that most securities are priced efficiently, but who believes they have information that can be used to predict the abnormal performance of a few of them; the model finds the optimum portfolio to hold under such
Treynor index, Sharpe index and Jensen index are classic methods of risk adjusted index methodology. 风险调整指数方法的典型是Treynor指数、Sharpe 指数 所謂的共同基金績效衡量方法是由資本資產訂價模型（Capital Asset Pricing. Model Line, SML）之觀念，建立基金投資組合績效指標（Treynor index, P. T ），意義在. 2016年5月22日 何謂夏普指數（Sharpe Ratio）？ 舉例來說，假設投資組合的月平均報酬率是15%， 無風險利率是3%，投資標準差是6%，Sharpe Ratio則是(15-3) 場趨勢是擇時策略中的主要課題，一般而言，投資. 人在判斷大盤 Treynor 指標為 承擔每一單位市場風險能獲得之超 Fama 指出Jensen index 是在基金沒有考慮非. 标：Sharpe 指数、Treynor 指数和Jensen 指数，然后进行比较研究。 关键词： 资产 进行评估，现在世界上流行的投资组合绩效评价模型主要分为三个：特雷诺（Treynor） . 比率法、 indexes ： Sharpe index, Treynor index and Jensen index, then a. 2017年6月3日 Portfolio的β是每个的加权平均。 SML. SML的横坐标是β。就是把CAPM画出来。 基于CAPM的评价标准. Sharp Ratio; Treynor
特瑞纳指数(Treynor index) 是每单位风险获得的风险溢价，是投资者判断某一基金管理者在管理基金过程中所承担的风险是否有利于投资者的判断指标。