Definitions and Calculations

K

9 articles in this collection
Written by Kyle Reinhardt and Alexa Catalano

Metric Definitions

Written by Kyle Reinhardt
Updated over a week ago

Currency Conversion

Written by Alexa Catalano
Updated over a week ago

Historical Risk Statistics

Written by Alexa Catalano
Updated over a week ago

What is factor exposure (β) and how is it computed?

factor regression

Written by Alexa Catalano
Updated over a week ago

How is the active time frame determined for portfolio analysis?

Written by Alexa Catalano
Updated over a week ago

What is factor contribution to return and how is it computed?

Written by Alexa Catalano
Updated over a week ago

What is factor contribution to risk and how is it computed?

Written by Alexa Catalano
Updated over a week ago

What is residual? Residual’s relations to α? And how is it computed?

Written by Alexa Catalano
Updated over a week ago

What are relative metrics and how are they computed?

Written by Alexa Catalano
Updated over a week ago