Treynor ratio Essays

  • Proindex Fund Case Study

    2343 Words  | 5 Pages

    and it may be one of the reasons for high risk as well since it is more sensitive to the market change. It means that the ProIndex fund would increase by 1.0132% if the market increased by 1%. On the other hand, all Jensen 's alpha, Sharpe ratio and Treynor measure are used to indicate the risk-adjusted measurement of performance. Firstly,

  • Index Portfolio Analysis

    2897 Words  | 6 Pages

    in managing an Index Portfolio. After defining strategic criteria, we construct an optimal portfolio based on the Mean-Variance theory. We then manage it for the defined one-year period and apply classical (e.g. Sharpe Ratio, Treynor Ratio) as well as CPPI-specific (e.g. Omega Ratio, T2, M2) performance measures to create a consolidated portfolio view. Finally, using data form the Wharton Database we employ a multifactor analysis and discuss the performance of the managed Index Portfolio and its risk

  • The Importance Of Ratios And Ratios In Real Life

    2005 Words  | 5 Pages

    use and repetition of ratios and proportions as my major theme in chemistry. Throughout this sequence of instruction, my goal was for the students to seamlessly tie mathematics into the science curriculum. I wanted students to recognize the interconnectedness of the two subjects by emphasizing the association of ratios throughout chemistry and to realize the importance of ratios in real life. Ratios are found in all aspects of life and I wanted to open their eyes to this. Ratios are use in discounts

  • Philippine War

    579 Words  | 2 Pages

    not all of the policies, that were in place during that time period. I believe the war was not justified for a number of reasons. The ratio of dead to wounded was higher than it was in the civil war which is considered one of the saddest wars in this country’s history. In the civil war, the ratio was one wounded to five killed, where as in the Philippine War, the ratio was one wounded to twelve killed. America instead of trying to peacefully resolve the situation, decided that force was a more potent

  • Determination of the Relative Atomic Mass of Calcium

    986 Words  | 2 Pages

    24000 cm3 at room temperature and pressure. Ca (s) + 2H2O (l) à Ca(OH)2 (aq) + H2 (g) v Number of moles of hydrogen = volume of hydrogen / 24000 = 37/24000 = 0.0015416 mol = 0.001542 mol (4sf) v Number of moles of calcium = 0.001542 (ratio 1:1 with hydrogen) v Relative atomic mass of calcium = Mass of calcium / Moles = 0.10 / 0.001542 = 64.85084 = 64.85 (4sf) Method 2 -------- v 25.0cm3 of alkaline solution used. v Amount of acid used: Starting Amount of HCl used

  • Similarity Esaay

    592 Words  | 2 Pages

    shown in Figure 2, after the dilation. My two monkeys are similar because the ratio of their lengths compared to that of the areas fits the Proportional Perimeters and Areas Theorem. Also, their corresponding angles are congruent and their corresponding lengths are proportional, proving that they are similar by definition. I can create a dilation by multiplying each coordinate with the scale factor of ½, so that the ratio of the images is 1 to 2. For example, my original monkey’s tail tip is at point

  • Iso-Static And Hyper Ratio And Modulus Of Rigidity

    1122 Words  | 3 Pages

    the ones that do not enable us to calculate all the unknowns by the three equations of equilibrium. 2: Hooke’s Law, Poisson’s Ratio and Modulus of rigidity. Hooke’s law, Poisson’s ratio and shear modulus (modulus of rigidity) all share a common bond. They are considered to be individually the same for a specific material. hooke’s law is formulated as F=kx; Poisson’s ratio is formulated as = (lateral strain / axial strain) and shear modulus is formulated as G= E/(2(1+" " )). 3: polar moment of inertia

  • Determining The Ratio Of Circumference To Diameter Of A Circle

    528 Words  | 2 Pages

    Determining the Ratio of Circumference to Diameter of a Circle In determining the ratio of the circumference to the diameter I began by measuring the diameter of one of the si objects which contained circles, then using a string, I wrapped the string around the circle and compared the length of the string, which measured the circumference, to a meter stick. With this method I measured all of the six circles. After I had this data, I went back and rechecked the circumference with a tape measure

  • Determining the Relative Atomic Mass of Lithium

    571 Words  | 2 Pages

    Hydrogen. Volume of hydrogen gas was 185 cm³. Weight of Lithium was 0.11g. N = __V__ _185_ = 0.0077 MOLES 24000 24000 Number of moles of Lithium. 2Li : H2 2 : 1 ratio 0.0154 : 0.077 Lithium = 0.0154 moles Relative atomic mass of Lithium. Ar = MASS _0.

  • Clarkson Lumber Company

    1794 Words  | 4 Pages

    at the individual ratios seen in exhibit 1 and comparing it to the industry average shown in exhibit 2 gives a sense of where this company stands. Current ratio and quick ratio are really low and have been decreasing. For 1995, the current ratio is 1.15:1, which is less than the industry average of 1.60:1, however to give a better sense of where this stands in the industry, as seen in exhibit 3, it is actually less than the average of the bottom 25% of the industry. The quick ratio is 0.61 is less

  • Boot Barn Case Study

    638 Words  | 2 Pages

    Cash Ratio $7,195 / $152,299 = 0.05 Boot Born reported cash ratio .05 to 1. Boot Barn may have a difficulty paying its liabilities because the ratio is to low. However, Boot Barn had a net cash operation of $155,486,000.00 provided by financial activities. Boot Barn has sufficient cash to meet future financial needs. Current Ratio $203,219 / $152,299 = 1.33 Boot Barn reported a 1.33 current ratio that indicates its current possessions can cover its charges. Boot Barn will be able to pay

  • Caltron Inventory Turnover

    1177 Words  | 3 Pages

    ASSET EFFICIENCY OR TURNOVER RATIO Inventory Turnover in Days Inventory turnover in days ratio is used to measure the time frame on average between the time of purchasing the inventories and sale of merchandise (efficiency of the company in managing and selling the inventories). The industry average of electronic calculator company was 60days for inventory turnover. For Caltron Ltd., in 2001 the inventory turnover was 78days, 2002 was 109days and 2003 the turnover was 107days. It means that Caltron

  • Amazon Move Into Health Care Summary

    937 Words  | 2 Pages

    “As Amazon moves into healthcare, here’s what we know – and what we suspect – about its plans” is an article that has been published and posted on CNBC’s website on March 27, 2018. Written by Christina Farr, this article details the focuses of Amazon’s move into healthcare, what is to come, and what is currently being discussed as possible options within the healthcare industry. The article also gives input of what the experts think about Amazon and healthcare. Summary of Article This article is

  • Financial Statement Analysis Essay

    1022 Words  | 3 Pages

    of those three main financial statements. It can also be defined as understanding the risk and profitability of an entity (Ready Ratios, 2013). There are different techniques of financial statement analysis including ratio analysis, vertical or common size analysis and horizontal analysis or trend analysis. Another technique sometimes applied is trend analysis of the ratio analysis (Hancock, Robinson and Bazley, 2015). The major objectives of financial statement analysis are reviewing the company’s

  • Investigating the Concentration of Citric Acid

    1229 Words  | 3 Pages

    amount of pure citric acid required to neutralise 25cm3 of sodium hydroxide when the citric acid is 100% pure, I should easily be within the confines of my 50 cm3 burette. I will therefore now calculate the required mass of sodium hydroxide: Ratio citric acid : sodium hydroxide 1 : 3 Concentration of sodium hydroxide = 1.0 M Therefore, require concentration of citric acid = 1.0 M /3 = 0.33 M I will be using a volumetric flask which can hold 250cm3 of liquid.

  • Pi

    585 Words  | 2 Pages

    In mathematics, Pi is the symbol denoting the ratio of the circumference of a circle to its diameter. The ratio is approximately 3.14159265, pi being an irrational number (one that cannot be expressed as a simple fraction or as a decimal with a finite number of decimal places) and a transcendental number (one without continuously recurrent digits). Electronic computers in the late 20th century have carried pi to more than 100,000,000 decimal places. Using a computer program, I calculated pi into

  • Equity Theory of Motivation

    1684 Words  | 4 Pages

    Equity Theory of Motivation Introduction: Robbins & Judge (2007, p.186) defines Motivation “as the processes that account for an individual’s intensity, direction, and persistence of effort towards attaining a goal”. Equity theory comes under process theory which gives the perception whether the individual is going to work hard or not depending upon the rewards and possible outcomes. This paper discusses and describes the equity theory of motivation with its implications to managers in the

  • Math Fencing Project

    1125 Words  | 3 Pages

    [IMAGE] [IMAGE][IMAGE] Goes to [IMAGE] [IMAGE] Regular square irregular oblong Now look at how many sides are exposed on each shape- å sides of each cube internal1 å sides of each cube internal2 [IMAGE][IMAGE]Ratio for square = ratio for oblong = å sides of each cube exposed1 å sides of each cube exposed2 2 ´4 (1 ´ 2) + (2 ´ 2) [IMAGE][IMAGE] = = 2 ´ 4 (3 ´ 2) + (2 ´ 2) = 1 = 0.6 This can be further done by having more squares (to show that the

  • The Open Box Investigation

    734 Words  | 2 Pages

    The Open Box Investigation The aim of this investigation is to find the largest volume within for an open box with any size square cut out I will be increasing the square cut out by 1cm until I reach a point where the volume decreases. At this point I will decrease the square cut out by 0.1cm until I reach the maximum volume. This will be done on several different grids until I see a pattern which I will then use to create a formula. I will record my results in a table for the different

  • Investigation to Identify the Formula of Hydrated Copper Sulphate

    1583 Words  | 4 Pages

    it is hydrated copper sulphate and it is blue that it will contain water of crystallization surrounding the copper sulphate. The number of water molecules per copper sulphate molecule should fall somewhere between 1 and 5 as 1:5 is the largest ratio of copper sulphate to water this molecule can contain. Apparatus: MATERIALS: Hydrated copper (II) sulphate GENERAL: § Heatproof mat, § Tripod, § Bunsen burner, § Pipe clay triangle, § Crucible, § Metal tongs