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Whats the correct ranking of securities based on their volatility over the period of 1926 to 2008?
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What days of the week does the stock market close the lowest?
Day of the week effect on stock market volatility by using the S&P 500 market index during the period of January 1973 and October 1997: The findings shown that the day of the week effect is present in both volatility and return equations. While the highest and lowest returns are observed on Wednesday and Monday, the highest and the lowest volatility are observed on Friday and Wednesday, respectively.
What do understand by 'Portfolio risk?
One important point about the estimation of standard deviation is the distinction between individual securities and portfolios.Standard deviations for well-diversified portfolios are reasonabily steady across time, and therefore historical calculations may be fairly reliable in projecting the future. Moving from well-diversified portfolios to individual securities, however, makes historical calculations much less reliable. Fortunately, the number one rule of portfolio management is to diversify and hold a portfolio of securities, and the standard deviations of well-diversified portfolio may be more stable.Something very important to remember about standard devitaion is that it is a measure of the total risk of an assset or a portfolio, including, therefore both systamatic and unsystematic risk. It captures the total variability in the assest or portfolio's return, whatever the source of that variability.In summary, the standard deviation of return measures the total risk of one security or the total risk of a portpolio of securities. The historical standard deviation can be calculated for individual securities or portfolios of securities using total returns for some specified period of time.This ex post value is useful in evaluating the total risk for a particular historical period and in estimating the total risk that is expected to prevail over some future period.The portfolio risk is not simply a measure of its weighted average risk. The securities that a contains are associated with each other.The portfolio risk also considers the covariance between the returns of the investment.
What is the benefit of investing in several types of securities?
Investing in a mix of several types of securities can help to smooth out risk over time, to a level that is acceptable to the individual investor. An older person with fewer earning years left may want to invest his savings in bonds, which don't pay high returns but are less risky, while a younger person who is willing to accept more risk over a longer period of time may want to put most of his money into stocks.
What is a Rule 144A High-Yield Offering?
A high-yield offering refers to an bond issuance that pays the bond purchasers a relatively high rate of return due to the correspondingly high level of risk associated with the issuance. The rate of return acceptable to purchasers depends on the perceived risk of default by the issuer, as traditionally determined by major credit ratings agencies. The higher the risk that an issuer will default on its obligations, the higher the yield that the issuer will have to pay to purchasers of bonds (lenders)to borrow money. Bonds sold in interstate commerce are subject to the Securities Act of 1933 and as such must be registered with the SEC or exempt from registration to comply with federal regulatory requirements. Rule 144A is an exemption from registration that allows securities (ex., bonds) to be offered or sold only to qualified institutional buyers (QIBs) and only if the securities were not, when issued, listed on an exchange or quoted in an over-the-counter system. Securities offered to Rule 144A are "restricted securities" subject to holding period, amount and manner sales restrictions. So, a Rule 144A high-yield offering is an offering of high-yield debt by an issuer according to the requirements of the Rule 144A exemption.
Adavntages of using payback period?
advantages of payback period?
What is the historical volatility of a stock?
The historical volatility of a stock is the variation of the returns over a period of time (say, over the last twelve months). The variation of the returns is usually taken as the standard deviation of the returns. You need a spreadsheet to calculate historical volatility (see the related link for an example)
The amount of data that can be transferred over a bus in a given time period determines the bus volatility true or false?
true
What are the two kinds of market?
capital market .... where the long term securities are traded money market ..... where the securities having shorter period or duration of maturity are traded
How are volatility and risk related in an investment?
The risk of an investment can be measured by observing how volatile the return of that investment has historically been over a period of time.
How are volatility and risk related in investment?
The risk of an investment can be measured by observing how volatile the return of that investment has historically been over a period of time.
How does the mens tennis ranking system work?
the current ranking system sclculats how many points a player earns over a 12-months period
What days of the week does the stock market close the lowest?
Day of the week effect on stock market volatility by using the S&P 500 market index during the period of January 1973 and October 1997: The findings shown that the day of the week effect is present in both volatility and return equations. While the highest and lowest returns are observed on Wednesday and Monday, the highest and the lowest volatility are observed on Friday and Wednesday, respectively.
What is the correct way to abbreviate Ph.D?
The correct way to abbreviate it is: Ph.D.--with a period after the lowercase h and a period after the D
Why did Rutherford think his model was correct in his time period?
because the extent of the period is probably correct but if this was correct the life on this world would not exist. and i love my mom
What does PR mean in tennis?
The term PR means Protected Ranking, whereby an injured player is only ranked for two months of the term of an injury, and the ranking is used over the period in which he returns to play. This ranking is used for tournament entry purposes.
Why are investments usually regarded as current assets?
As they can be converted into cash within a short period, investment in securities is considered as current assets.
How do you spell perid?
The correct spelling is period.John's fifth period English Class ended at 3pm.
