Alpha coefficient definition

Coefficient measuring the extent to which a security exceeds or does not achieve a return at the expected level of risk. An investment with a negative coefficient has a lower rate of return than its risk level assumed. Conversely, an investment with a positive alpha coefficient shows a higher return than its risk level assumed.

Related words

ABC Consumer Comfort IndexAbandoned BabyAccount Statement ReportAppreciationArbitrageADP Non Farm Employment ChangeAsk priceAscending Trend LineAverage Effective DurationAAA+ Bank DefinitonABC Elliot wavesAbove the market - limit orderAbsolute Breadth IndexAverage directional indexAverage directional indexAggregationAverage DownAverage Directional MovementAlpha coefficientAnaumeAndrews MethodAccumulation and Distribution