Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Bookmarks inbookmarks:mine
inbookmarks:1234
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options answers only user 1106

The asset rate of returns is the profit on a particular investment; it includes any change in the asset value, interest, commission or dividends and so, all other cash-flows which an investors receive or pays due to the investment.

11
votes
Generally, though, it is called a Sharpe Ratio if returns are measured relative to the risk-free rate and an Information Ratio if returns are measured relative to some benchmark. …
answered Jul 22 '11 by Tal Fishman
6
votes
In fact, ideally, you should reconstruct your own price series using the total returns series. To see this, suppose you have a 10:1 split rather than a relatively small cash dividend. …
answered Oct 24 '11 by Tal Fishman
7
votes
IC is the correlation between your forecast and actual subsequent returns. … For a lower IC, you can simulate what returns are realistic by artificially constructing a signal starting with realized returns and adding noise to get the desired IC. …
answered Oct 6 '11 by Tal Fishman
0
votes
I believe you will have to conjecture from observations what the correct frequency of dividend payment is, then annualize in the standard manner, by assuming the same dividend is paid out for the rest …
answered Jun 14 '12 by Tal Fishman