VARIANCE FORMULA
Quant MF: Are ‘black box’ quant funds reliable? Should you invest in quant mutual funds?
Most quant funds in India have a track record of only 3-4 years, which is too short to reliably judge their execution capabilities. Within this limited time frame, significant variance can be observed. Despite a few exceptions, most funds have struggled to outperform the market. Quant models, shrouded in secrecy, make it difficult for investors to understand their working and evaluate their reliability.
Learn With ETMarkets: Demystifying value at risk - key to smart investment risk management
Value at Risk, or VaR, is a tool that helps investors, companies, and fund managers figure out how much money they might lose in the worst-case scenario.
How Harry Markowitz's portfolio theory can help investors make money in volatile market
Born on August 24th, 1927, in Chicago, Illinois, Markowitz was interested in physics, astronomy, and philosophy in his early days, and was an avid follower of the ideas of David Hume.
Investing in US, foreign stocks is necessary for portfolio diversification: 7 things to keep in mind
Indians have progressively increased their usage of global products and services in the past few decades, widening their choices and deriving better value for money. However, this inclination has not spread to investments. It is high time that the average Indian investor included global stocks in his portfolio.
If volatility is risk, why is a volatile market called an investor’s friend?
A true investor is in the same position when he is investing in stock market.
How EWMA scores over standard deviation to measure risk in stocks
Sometimes, recent events have a more profound effect on the stock or asset returns. The coronavirus pandemic is an example. Since traditional standard deviation considers last year's data, the effect of the turmoil in the last three months may not be clearly visible.
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Now get higher compensation for third-party motor claims
According to the amendment made in Motor Vehicle Act, 1988, the amount of compensation payable in case of death will be Rs five lakh.
Delhi trader who made a fortune in penny stocks gives away his formula
Hunting ‘multibaggers’ is almost an obsession among new generation Indian stock traders.
Mutual fund ratios simplified
Here is a list of ratios that will help you analyse a mutual fund scheme.
MSMEs predicting through statistics: How numbers can help in decision making
A useful but a potent weapon at the hand of entrepreneurs especially decision makers at MSMSEs who are lookout for cost effective analysis tools, aiding in decision making.
Planning for the future: How predictive business analytics can be a game changer for SMEs
Predictive analytics can help improve millions of small decisions within an establishment. SMEs launching predictive analytics into action can deliver a decisive new edge in the competitive world.
Ecclestone selling shares in Formula One
MOTOR-F1-TAKEOVER:Ecclestone selling shares in Formula One
Motor racing-Ecclestone selling shares in Formula One
MOTOR-F1-TAKEOVER/:Motor racing-Ecclestone selling shares in Formula One
Air India asks government to reconsider easing of 5/20 rule
The meeting comes ahead of the scheduled deliberations of a Rajya Sabha-Committee on Government Assurances on the issue in Srinagar.
Aviation Ministry to seek cabinet approval for changes in 5/20 norm
The Civil Aviation Ministry would soon submit a draft note on the proposed changes in the controversial 5/20 norm to the Cabinet for approval.
Aviation Ministry to seek cabinet approval for changes in 5/20 norm
The norm mandates Indian carriers to be in operation for at least five years and have a fleet of 20 aircraft to be eligible to fly on international routes.
The first family with a fifty percent chance
I have long argued that if one is a Congress supporter, one must learn to accept dynastic rule. It is appalling, but it is a reality.
Oil Ministry may go to Cabinet on RIL gas price issue
Sources with direct knowledge of the developments said the Oil Ministry was examining the issue and will decide on the next course of action in a few days.
'Electricity Act needs changes;rules implementation important'
The Electricity Act needs changes but it is more important that entities comply and implement the relevant regulations.
Power advisory panel deliberates amendments to Electricity Act
One of the suggestions made is to have a formula which would ensure that variation in fuel and power purchase cost is recovered by the generators.
ET WEALTH: Why Sortino scores over Sharpe while analysing a mutual fund’s returns
In the 44th of the 52-part series, ET Wealth explains why Sortino ratio is a better measure for analysing a fund’s returns.
Congress backs Rahul Gandhi but BJP distrustful of Varun: Book
A new book on Rahul Gandhi makes a comparison between him and his cousin who, it feels, is "practically isolated" in his party BJP.
Mukesh Ambani's RIL challenges norms for coal bed gas
RIL has accused the oil ministry of moving goal posts mid way on pricing and utilisation of gas extracted from coal seams — CBM in industry parlance.
Natural gas pricing - a critical issue
Genuine market pricing of natural gas is of critical importance as major future developments in the area will hinge on private sector involvement.
One-time fee on airwaves against policy: Vodafone
Vodafone Essar, which will have to pay Rs 1,769 crore under Trai's latest pricing formula, had earlier termed the regulator's proposals as 'flawed.
Export price for ore
A steel ministry expert panel on ore pricing has reportedly suggested export prices for domestic supplies, which makes eminent sense.
Hum Dono (in colour): Movie Review
When the evergreen Dev Anand decides to add colour to his last black-and-white film and wishes to present his 50-year-old film to the current generation, there is reason enough to look forward to the bygone golden era.
High variance in airfares continues to baffle passengers
Air fares seem to be caught in an air pocket -- sometime high, sometime low. Fathom this fact: While an Air India flight from Lucknow to Delhi on November 25 will cost you over Rs 9,800, a day's wait can bring it down to Rs 3,433.
‘Don’t underestimate what Nama negotiations would do’
“We (the world) will get small positive numbers for trade growth in 2010,” says Dr Patrick Low, director of economic research at the World Trade Organisation.
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