multiply the daily volatility by the square root of 5, or the number of trading days in a week. Using the formula '=SQRT(5)*D13' indicates that the weekly volatility is 1.46%. You can also ...

and run through a formula that expresses a prediction not only about what might lie ahead but how confident investors are feeling. When the VIX is rising, volatility is rising, and often the ...

The denominator is the standard deviation of a portfolio's downside volatility. The following examples of applications of the Sortino ratio formula demonstrate how calculating risk-adjusted ...

If the Acquirers Multiple and F-Score models are descendants of Ben Graham, the Magic Formula is the reincarnation of a young ...

The Chicago Board of Options Exchange Volatility Index, or VIX, is a gauge for stock market volatility and investor sentiment. It’s important to point out that the VIX measures implied ...

Beta measures the volatility of a security or a portfolio relative to a market benchmark. Beta, represented by the Greek lowercase letter β, is also used in the formula for the weighted average ...

The denominator is the standard deviation of a portfolio's downside volatility. Here's the formula for the Sortino ratio: (portfolio return - risk-free rate) / standard deviation of downside ...