Next video:
Loading the player...

Learn more about this statistical measurement used to represent movement between a security and its benchmark.

Related Articles
  1. Financial Advisor

    Does Your Investment Manager Measure Up?

    These key stats will reveal whether your advisor is a league leader or a benchwarmer.
  2. Investing

    How Investment Risk Is Quantified

    FInancial advisors and wealth management firms use a variety of tools based in Modern portfolio theory to quantify investment risk.
  3. Investing

    5 Ways To Measure Mutual Fund Risk

    These statistical measurements highlight how to mitigate risk and increase rewards.
  4. Investing

    What's a Benchmark?

    A benchmark is a standard investors choose to gauge the performance of their portfolios.
  5. Investing

    PRHSX: Risk Statistics of Health Sciences Mutual Fund

    Examine the risk metric of the T. Rowe Price Health Sciences Fund. Analyze beta, capture ratios and standard deviation to assess volatility and systematic risk.
  6. Investing

    A Risk Statistics Case Study (PTTRX)

    Analyze the risk metrics of the mutual fund PTTRX. Find out what standard deviation, capture ratios and R-squared indicate about correlation and volatility.
  7. Investing

    How to Use a Benchmark to Evaluate a Portfolio

    What is an investment benchmark and how is it used to evaluate the risk and return in a portfolio.
  8. Investing

    Understanding Statistics

    Statistics provide the means to analyze data and then summarize it into a numerical form.
  9. Investing

    FSPHX: Fidelity’s Mutual Fund for Health Care or Medicine

    Analyze the risk metrics of FSPHX. Find out what beta, standard deviation and R-squared imply about volatility and market correlation.
  10. Financial Advisor

    Candlestick Charts

    Learn more about this common visualization of a stock's price movement most often used by technical analysts.
Hot Definitions
  1. Money Market

    A segment of the financial market in which financial instruments with high liquidity and very short maturities are traded. ...
  2. Block (Bitcoin Block)

    Blocks are files where data pertaining to the Bitcoin network is permanently recorded.
  3. Fintech

    Fintech is a portmanteau of financial technology that describes an emerging financial services sector in the 21st century.
  4. Ex-Dividend

    A classification of trading shares when a declared dividend belongs to the seller rather than the buyer. A stock will be ...
  5. Debt Security

    Any debt instrument that can be bought or sold between two parties and has basic terms defined, such as notional amount (amount ...
  6. Taxable Income

    Taxable income is described as gross income or adjusted gross income minus any deductions, exemptions or other adjustments ...
Trading Center