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Analysis

อัตราส่วนชาร์ป

A risk-adjusted performance measure calculated as the excess return of a portfolio over the risk-free rate, divided by the standard deviation of portfolio returns. Used widely in performance attribution and fund selection.

Quick answer: A risk-adjusted performance measure calculated as the excess return of a portfolio over the risk-free rate, divided by the standard deviation of portfolio returns. Used widely in performance attribution and fund selection.

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Quick answer

A risk-adjusted performance measure calculated as the excess return of a portfolio over the risk-free rate, divided by the standard deviation of portfolio returns. Used widely in performance attribution and fund selection.

Why it matters

อัตราส่วนชาร์ป matters because it supports clear communication in Analysis contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.

Editorial context

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Questions and answers

Questions and answers

What is อัตราส่วนชาร์ป?

In this glossary, อัตราส่วนชาร์ป refers to: A risk-adjusted performance measure calculated as the excess return of a portfolio over the risk-free rate, divided by the standard deviation of portfolio returns. Used widely in performance attribution and fund selection.

How is อัตราส่วนชาร์ป used in finance?

In finance communication, this term appears in contexts such as: "อัตราส่วนชาร์ปที่สูงขึ้นหมายถึงผลตอบแทนเมื่อปรับด้วยความเสี่ยงที่ดีกว่า จึงเป็นตัวชี้วัดสำคัญสำหรับการเปรียบเทียบกองทุนรวมและวิเคราะห์การลงทุน"

Why does อัตราส่วนชาร์ป matter in finance?

อัตราส่วนชาร์ป matters because it supports clear communication in Analysis contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.

Who uses อัตราส่วนชาร์ป?

อัตราส่วนชาร์ป is mainly used by Financial Analysts, Bankers, and Traders.

What category does อัตราส่วนชาร์ป belong to?

In this glossary, อัตราส่วนชาร์ป is grouped under Analysis. Related pages in this category explain adjacent procedures, commands and operational concepts.

Where does this definition come from?

This definition is sourced from CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework and published by Protermify Finance as a static finance reference page.

Definition

A risk-adjusted performance measure calculated as the excess return of a portfolio over the risk-free rate, divided by the standard deviation of portfolio returns. Used widely in performance attribution and fund selection.

Operational example

A higher Sharpe ratio indicates better risk-adjusted returns, making it a preferred metric in mutual fund comparisons and investment analysis.

Localized term

อัตราส่วนชาร์ป

Localized example

อัตราส่วนชาร์ปที่สูงขึ้นหมายถึงผลตอบแทนเมื่อปรับด้วยความเสี่ยงที่ดีกว่า จึงเป็นตัวชี้วัดสำคัญสำหรับการเปรียบเทียบกองทุนรวมและวิเคราะห์การลงทุน

Definition language

English reference definition

Source

CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

Category

Analysis

Exam relevance

  • CFA
  • ACCA
  • FRM

Target audience

  • Financial Analysts
  • Bankers
  • Traders

Related terms

Use the related links below to continue through connected finance terminology.

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