# Tagged Questions

Financial ratio analysis

14 views

### Book Value of Equity

I want to calculate Book equity to market equity ratio. Market equity can be calulated by multiplying number of shares outstanding with price of share. Now as far as Book values of equity is ...
45 views

### How do I automatically graph S&P PE ratio moving average VS DOW

Obviously this is a rookie question, I'm simply looking to plot the S&P PE ratio moving averages over different periods of time and plot them vs the DOW. Ideally I would love like something that ...
28 views

### dollar neutral ratio vs beta hedged ratio

Hi guys i really hope you can help as i've been pulling out my hair for days on this!! OK so basically i understand the dollar neutral ratio, simply stocka/stockb = dollar neutral ratio. Works great ...
122 views

### What is type of Operating income to total assets ratio? [closed]

What is type of Operating income to total assets ratio? Leverage, Profitability, Asset composition or Liquidity? and why?
1k views

### Sharpe ratio and leverage

Does leverage affect the Sharpe ratio? If my Sharpe is 2 at no leverage goes it change, fall by half say, at no leverage?
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### Comparing the return of different roll strategies

I am interested in calculating the effect of the roll return using different roll strategies. In specific I want to mimic a long-only futures investments. I have historical data for several ...
823 views

### Credit Rating or Probability of Default from Financial Ratios

Does anyone know of any papers about credit rating development or probability of default estimation done based on financial ratios that also include methodology and maybe good/bad criteria? Something ...
Quick Summary on Historic VaR Let $S_0,...,S_n$ be the daily values of some stock (where $S_0$ is the current value). Then for $i=1,\ldots,n$ we let \hat r_i:=S_{i-1}/S_i \quad \text{and}\quad \hat ...