How to calculate Economic value of Equity or market value of Equity at risk
4 mins read Economic value of equity (EVE) at risk or Fall in market value of equity (MVE) depicts a change in the
Market Risk Metrics – Volatility Trend Analysis
2 mins read Trailing volatility or Volatility Trend Analysis Trailing Volatility or volatility Trend Analysis is the analysis of volatility trend lines. Volatility
Portfolio Volatility – Market Risk Metrics
3 mins read Volatility for a portfolio may be calculated using the statistical formula for the variance of the sum of two or
Market Risk Metrics – Put Premium
3 mins read The put premium gives the conditional expectation of loss beyond the worst case loss, if the worst case loss occurred.
Market Risk Metrics – Sharpe and Treynor Ratios
3 mins read Sharpe Ratio The Sharpe Ratio measures total risk-adjusted return. The value specifically is the ratio of excess return over the
Jensen’s Alpha – Market Risk Metric
4 mins read Jensen’s Alpha is the risk-adjusted performance metric that measures a portfolio manager’s returns against those of a benchmark. For asset