List of financial performance measures
This article comprises a list of measures of financial performance.
Basic definitions
- Return on equity
- Return on assets
- Return on investment
Return measures
- Arithmetic return: average return of different observation periods
- Geometric return: return depending only on start date and end date of one overall observation period
- Rate of return or return on investment
- Total shareholder return: annualized growth in capital assuming that dividends are reinvested
Risk measures
- Risk measure
- * Distortion risk measure
- * Tail conditional expectation
- * Value at risk
- * Convex risk measure
- ** Entropic risk measure
- * Coherent risk measure
- ** Discounted maximum loss
- ** Expected shortfall
- ** Superhedging price
- ** Spectral risk measure
- Deviation risk measure
- * Standard deviation or Variance
- Mid-range
- * Interdecile range
- * Interquartile range
Risk-adjusted performance measures
- Calmar ratio
- Coefficient of variation
- Information ratio
- Jaws ratio
- Jensen's alpha
- Modigliani risk-adjusted performance
- Roy's safety-first criterion
- Sharpe ratio
- Sortino ratio
- Sterling ratio
- Treynor ratio
- Upside potential ratio
- V2 ratio
financial performance measures