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Geometric Average Return
The compound average rate of return over a period, calculated by multiplying n-roots of the product of returns and subtracting one, useful for comparing investments.
Treynor Measure
A formula used to measure the returns earned in excess of that which could have been earned on a risk-free investment per unit of market risk.
Standard Deviations
A statistical measure that quantifies the amount of variation or dispersion of a set of data values, often used in finance to measure the volatility of an asset's returns.
Beta
A measure of a stock's volatility in relation to the overall market; a beta greater than 1 means the stock is more volatile than the market, while less than 1 means less volatile.
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