The Treynor Index measures a portfolio's excess return per unit of risk.

What Is Beta? For example, a stock’s risk is measured against a benchmark stock index, such as the S&P 500 Index in U.S. trading. It’s useful in determining a ...

As for the index sample, the new index is the same sample for the ASE20 index, which consists of the twenty most active companies and the highest in terms of market capitalization, which are ...

Exchange-traded products are securities that track underlying securities, an index, or other financial instruments. ETPs trade on exchanges similar to stocks.

Abstract: In a recent research paper, we use the text of the People’s Daily to develop the Policy Change Index (PCI) for China, a machine-learning-based predictor of China’s policy changes. In ...

Actively managed funds are generally said to outperform index funds in times of volatility. That wasn't the case over the past year, Morningstar found.