OPEN-SOURCE SCRIPT
已更新 Portfolio Metrics = α(Jensen's), β, CAPM(Ra), Sharpe, Treynor
Portfolio Metrics...
Standard Deviation
Jensen's Alpha
Beta
Expected Return (CAPM, Ra)
Sharpe Ratio
Treynor Ratio
Standard Deviation
Jensen's Alpha
Beta
Expected Return (CAPM, Ra)
Sharpe Ratio
Treynor Ratio
發行說明
//發行說明
error correction開源腳本
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
免責聲明
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
開源腳本
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
免責聲明
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.