Yahoo Web Search

Search results

1. portfolioslab.com › symbol › AMZNAmazon.com, Inc. (AMZN) - Stock Analysis | PortfoliosLab

   portfolioslab.com › symbol › AMZN

   • Cached

   Jul 9, 2020 · The current Amazon.com, Inc. Sharpe ratio is 1.17. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

   • S&P 500

     The current S&P 500 Sharpe ratio is 2.10.This value is...

   • Amzn Vs. Eth-Usd

     The correlation between AMZN and ETH-USD is 0.13, which is...

   • Amzn Vs. Btc-Usd

     In the year-to-date period, AMZN achieves a 23.06% return,...

   • Amzn Vs. Qqq

     The chart below compares the 12-month rolling Sharpe Ratio...

   • Amzn Vs. Voo

     In the year-to-date period, AMZN achieves a 15.51% return,...

2. Videos

   • 

     5:47

     youtube.com

     The Sharpe Ratio

     9 Oct 2018

     136.3K views

   • 

     investopedia.com

     Sharpe Ratio: Definition, Formula, and Examples

     31 Dec 2008

   • 

     1:50

     youtube.com

     Sharpe Ratio

     27 Apr 2019

     52.4K views

   View all

3. stockanalysis.com › stocks › amznAmazon (AMZN) Financial Ratios and Metrics - Stock Analysis

   stockanalysis.com › stocks › amzn

   • Cached

   Financial ratios and metrics for Amazon (AMZN). Includes annual, quarterly and trailing numbers with full history and charts.

   Fiscal Year	Current	2023	2022
   Market Capitalization	1,811,243	1,570,153	856,939
   Market Cap Growth	50.36%	83.23%	-49.32%
   Enterprise Value	1,910,722	1,672,049	962,611
   Last Close Price	175.50	151.94	84.00

   See full list on stockanalysis.com

4. quantinfo.net › blogs › 2024Sharpe Ratio: Calculation, Interpretation and Analysis

   quantinfo.net › blogs › 2024

   • Cached

   Feb 13, 2024 · The Sharpe Ratio, a pivotal metric in finance, measures an investment’s risk-adjusted return, aiding in portfolio evaluation, risk management, and strategy formulation. Developed by William F. Sharpe compares an asset’s excess return to its volatility, with higher values indicating superior risk-adjusted performance.

5. marketgauge.com › resources › how-to-maximize-theHow to Maximize the Sharpe Ratio in Your Portfolio

   marketgauge.com › resources › how-to-maximize-the

   • Cached

   Aug 24, 2024 · Focus on Low-Volatility Assets: Assets with lower volatility can help improve your Sharpe ratio. Consider incorporating stable, blue-chip stocks or low-volatility ETFs into your portfolio. Implement a Risk Parity Approach: Risk parity involves allocating capital based on risk contribution rather than asset class.

6. portfolioslab.com › tools › sharpe-ratioSharpe Ratio Calculator | PortfoliosLab

   portfolioslab.com › tools › sharpe-ratio

   • Cached

   • What The Sharpe Ratio Can Tell You
   • Sharpe Ratio Limitations
   • Alternatives

   When comparing funds or portfolios, investors should consider both absolute returns and risks. While one portfolio or fund could have higher returns, it is only a good investment if those higher returns do not come with additional risk. What is considered a good Sharpe Ratio largely depends on the investor's risk tolerance and investment objectives...

   See full list on portfolioslab.com

   One of the main limitations of the Sharpe Ratio is its reliance on volatility as a measure of risk. It assumes that risk is synonymous with volatility, meaning that investments with high volatility are considered riskier than those with low volatility. However, this assumption may not always be accurate, as some investments with high volatility may...

   See full list on portfolioslab.com

   While the Sharpe Ratio is a helpful tool for evaluating your portfolio's risk-adjusted performance, there are other performance indicators you can use to make informed investment decisions. Here are a few alternatives: Sortino Ratio: The Sortino Ratio is similar to the Sharpe Ratio but focuses on downside risk instead of overall volatility. It meas...

   See full list on portfolioslab.com

7. www.wallstreetprep.com › knowledge › sharpe-ratioSharpe Ratio | Formula + Calculator - Wall Street Prep

   www.wallstreetprep.com › knowledge › sharpe-ratio

   • Cached

   Feb 20, 2024 · How to Calculate Sharpe Ratio. The Sharpe ratio evaluates the risk-adjusted performance of an investment portfolio by determining the excess return received for the extra risk/volatility associated with a riskier portfolio.

8. People also ask

   What is the Amazon Sharpe ratio?

   • These indicators evaluate an investment's returns against its associated risks. The current Amazon.com, Inc. Sharpe ratio is 2.06. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

   Amazon.com, Inc. (AMZN) - Stock Analysis | PortfoliosLab

   portfolioslab.com/symbol/AMZN

   See all results for this question

   How does the Sharpe ratio work?

   • Here’s how it’s applied: Portfolio Comparison: Investors can use the Sharpe ratio to compare the risk-adjusted returns of different portfolios. A higher Sharpe ratio indicates better risk-adjusted returns, suggesting that the portfolio is generating more return per unit of risk taken.

   Sharpe Ratio: Calculation, Interpretation and Analysis

   quantinfo.net/blogs/2024/02/sharpe-ratio-calculation-interpretation-and-analysis/

   See all results for this question

   Why is Sharpe ratio important in portfolio analysis?

   • The Sharpe ratio is widely utilised in portfolio risk management to evaluate the risk-adjusted performance of investment portfolios. Hence, Sharpe ratio plays an important role in portfolio analysis. Here’s how it’s applied: Portfolio Comparison: Investors can use the Sharpe ratio to compare the risk-adjusted returns of different portfolios.

   Sharpe Ratio: Calculation, Interpretation and Analysis

   quantinfo.net/blogs/2024/02/sharpe-ratio-calculation-interpretation-and-analysis/

   See all results for this question

   Should investors use the Sharpe ratio?

   • Ultimately, investors should evaluate their portfolios based on their unique investment goals and risk tolerance, using the Sharpe Ratio as one of many tools for making informed investment decisions. One of the main limitations of the Sharpe Ratio is its reliance on volatility as a measure of risk.

   Sharpe Ratio Calculator | PortfoliosLab

   portfolioslab.com/tools/sharpe-ratio

   See all results for this question

9. www.investopedia.com › articles › 07Understanding the Sharpe Ratio - Investopedia

   www.investopedia.com › articles › 07

   • Cached

   Jan 30, 2024 · Key Takeaways. The Sharpe ratio calculates how much excess return you receive for the extra volatility you endure for holding a riskier asset. It's one of the...