Tag: historical
Backtesting
DefinitionBacktesting is a term used in modeling to refer to testing a predictive model on historical data. Backtesting is a type of retrodiction, and...
Standard Deviation
In mathematics, standard deviation is the degree of the dispersion from a set of data’s mean. The SD is higher when the data is...
Cost basis
DefinitionBasis, as used in United States tax law, is the original cost of property, adjusted for factors such as depreciation. When property is sold,...
Volatility
Volatility is the variation in the trading prices over a period of time that is calculated with the help of standard deviation or variation...
Value At Risk (VaR)
What is 'Value At Risk - VaR' Value at risk (VaR) is a statistical technique used to measure and quantify the level...
Price-to-Book Ratio
The price-to-book ratio, also known as P/B ratio or price-to-equity ratio, is a type of financial ratio which is primarily used to compare the...
Moving Average
Source: WikipediaLast Sourced: 2021-02-01This Article has been Edited for AccessibilityMoving average In statistics, a moving average (rolling average or running average) is a calculation...
Taiwan Stock Exhange Corporation (TSEC) Weighted Index
What is 'Taiwan Stock Exhange Corporation (TSEC) Weighted Index' A stock market index comprised of companies traded on the Taiwan Stock Exchange...
Yemeni Rial (YER)
What is 'Yemeni Rial - YER' The official currency of the country of Yemen. The Yemeni Rial is divided into 100 fils,...
Lagging Indicator
What is a 'Lagging Indicator' A lagging indicator is a measurable economic factor that changes only after the economy has begun to...