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  2. Risk–return spectrum - Wikipedia

    en.wikipedia.org/wiki/Risk–return_spectrum

    The risk–return spectrum (also called the risk–return tradeoff or riskreward) is the relationship between the amount of return gained on an investment and the amount of risk undertaken in that investment. The more return sought, the more risk that must be undertaken.

  3. Sharpe ratio - Wikipedia

    en.wikipedia.org/wiki/Sharpe_ratio

    In finance, the Sharpe ratio (also known as the Sharpe index, the Sharpe measure, and the reward-to-variability ratio) measures the performance of an investment such as a security or portfolio compared to a risk-free asset, after adjusting for its risk.

  4. Risk–return ratio - Wikipedia

    en.wikipedia.org/wiki/Risk–return_ratio

    The risk-return ratio is a measure of return in terms of risk for a specific time period. The percentage return (R) for the time period is measured in a straightforward way: The percentage return (R) for the time period is measured in a straightforward way:

  5. Capital asset pricing model - Wikipedia

    en.wikipedia.org/wiki/Capital_asset_pricing_model

    An estimation of the CAPM and the security market line (purple) for the Dow Jones Industrial Average over 3 years for monthly data.. In finance, the capital asset pricing model (CAPM) is a model used to determine a theoretically appropriate required rate of return of an asset, to make decisions about adding assets to a well-diversified portfolio.

  6. Risk premium - Wikipedia

    en.wikipedia.org/wiki/Risk_premium

    In the stock market the risk premium is the expected return of a company stock, a group of company stocks, or a portfolio of all stock market company stocks, minus the risk-free rate. [6] The return from equity is the sum of the dividend yield and capital gains and the risk free rate can be a treasury bond yield. [7]

  7. Asset allocation - Wikipedia

    en.wikipedia.org/wiki/Asset_allocation

    The reward for the average investor over the period 1960 to 2017 is a compounded return of 3.39% points above the risk-less rate earned by savers. [ 20 ] Historically, since the 20th century, US equities have outperformed equities of other countries because of the competitive advantage US has due to its large GDP .