treynor index การใช้

In the field of securities investment , earning rate , standard deviation , sharpe index , treynor index and jensen index are five important indexes for assessing fund performance
Some of securities investment fund is evaluated by fund rate of return , treynor index , jensen index and sharpe index in this article . there is any conclusion according analyzing evaluation of performance in the article
In the beginning , the main appraisal methods are summarized in western countries , which are treynor index , sharpe index and jensen index based on capital and asset pricing model and multi - factors model
On the aspect of performance appraisal , western countries has accumulated abundant research outcomes , among which the most famous methods are treynor index , sharpe index and jensen index based on the asset portfolio theorem and capital and asset pricing model
Follows the property combination choice theory , the capital asset fixed price model and the stock price behavior three big finances theories appearance , forms set of maturer appraisals systems gradually , mainly includes the treynor index , the sharpe index , the jenson difference return to scale