Silahkan dibaca-baca, Pak.
Investopedia explains Alpha
1. Alpha is one of five technical risk ratios; the others are beta, standard deviation, R-squared, and the Sharpe ratio. These are all statistical measurements used in modern portfolio theory (MPT).
1. Alpha is one of five technical risk ratios; the others are beta, standard deviation, R-squared, and the Sharpe ratio. These are all statistical measurements used in modern portfolio theory (MPT).
Kalau kita bermain-main dengan sistem dan potfolio, menurut saya rasio-rasio ini haram ketinggalan... Hehe..
Oya, penggunaannya sedikit berbeda, dengan yang sering saya baca di milis-milis trading.. gak tahu yang salah yang mana.. :)
Salam.
2010/12/17 Christopher Tahir <chris_tahir@ymail.com>
Suhu2, Suheng2, master2....
Numpang tanya nih....
Nubie ga ngerti soal Alpha & Beta + R-Squared nya mereka, ada yg bs bantu nubie??
Thanks sebelumnya...Best Regards,
Christopher Tahir
Blog: http://ez-stock.blogspot.com
MSN: chris_tahir@hotmail.com
YM: chris_tahir@ymail.com
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