Definitions and Calculations

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9 articles in this collection
Written by Jake Dwyer, Alex Botte, and Kyle Reinhardt

Metric Definitions

Written by Kyle Reinhardt
Updated over a week ago

Currency Conversion

Written by Alex Botte
Updated over a week ago

Historical Risk Statistics

Written by Alex Botte
Updated over a week ago

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

factor regression

Written by Jake Dwyer
Updated over a week ago

How is the active time frame determined for portfolio analysis?

Written by Jake Dwyer
Updated over a week ago

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

Written by Jake Dwyer
Updated over a week ago

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

Written by Jake Dwyer
Updated over a week ago

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

Written by Jake Dwyer
Updated over a week ago

What are relative metrics and how are they computed?

Written by Jake Dwyer
Updated over a week ago