Examlex
Which structure is labeled A?
Standard Deviation
A measure of the dispersion or variability in a set of values, used to assess the risk associated with a particular security or investment portfolio.
Beta
A measure of a stock's volatility in relation to the overall market; a beta above 1 indicates the stock is more volatile than the market, while a beta below 1 indicates the stock is less volatile.
Nonlinear Factor Exposures
Nonlinear Factor Exposures refer to investment sensitivities to market factors that do not change in a straight-line (linear) relationship with the market's movements.
Down-Market Betas
Measures of how securities or portfolios perform relative to a benchmark during market downturns, reflecting their sensitivity to negative market movements.
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