The Treynor ratio employs beta and measures returns relative to the amount of systematic risk the portfolio carries. The ...

Consequently, in many regressions the t-ratios and beta-weights vary together. The above example illustrates that this will not always be the case, and that the t-ratios and beta-weights do tell ...

In terms of volatility, FVAL has a beta ratio of 0.98 relative to the S&P 500 index. For reader’s information, a beta ratio above 1 means the fund is more volatile than the S&P 500 index.

Nasdaq provides Price/Earnings Ratio (or PE Ratio) and PEG ratio for stock evaluation. Financial analysts and individual investors use PE Ratio and PEG ratios to determine the financial ...