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Treynor ratio definition for investment modeling
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The definition, visualization and demonstration of a calculation of the Treynor ratio in Excel. We discuss the two types of performance analysis: returns-based and holdings-based. For investment and financial modeling of stocks and portfolios. Of course you can use the =AVERAGE function for returns and =STDEV.P for standard deviation plus =SLOPE for beta. To truly learn investment modeling knowing this calculation is vital.
Topics covered in our investment glossary: Excel tutorial, Python examples, portfolio theory, portfolio return, portfolio risk, correlation, regression, linear algebra, alpha signal, risk models, performance attribution.
Glossary:
Innovators:
Topics covered in our investment glossary: Excel tutorial, Python examples, portfolio theory, portfolio return, portfolio risk, correlation, regression, linear algebra, alpha signal, risk models, performance attribution.
Glossary:
Innovators:
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