Questions tagged [ratio]
Financial ratio analysis
4 questions
0
votes
1
answer
1k
views
P/E Ratio of a stock index
I tried to find the P/E ratio of a stock index. Should I calculate the weighted harmonic mean of all constituents OR select the weighted median P/E ratio as the index's P/E?
many thanks!
- 115
19
votes
4
answers
12k
views
Sharpe ratio and leverage
Does leverage affect the Sharpe ratio? If my Sharpe is 2 at no leverage, does it change, fall by half say, at a different leverage?
- 199
6
votes
4
answers
4k
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 ...
- 935
3
votes
1
answer
822
views
How do i test the significance of Sharpe ratio of a strategy using bootstrap
How do i test the significance of Sharpe ratio of a strategy whether it is any different from another strategy ?? How do i get a p-value out of it ?
What should be the H0 in the hypothesis testing ?
...
- 93