Standard deviation of a financial instrument calculated using historical data of its returns. A higher weight is given to more recent historical data.
Financial leverage indicating real exposure relative to the portfolio’s capital. If ratio is equal to 1 - the capital is fully allocated. If ratio is higher than 1 - financial leverage is used.
Total exposure is the absolute monetary value of all investments in a portfolio, equal to the sum of all market positions and expressed in currency terms. It is a measure that indicates total exposure to financial markets, providing an insight into the investment amount at risk due to market fluctuations.
Proprietary scoring rating of the issuer assessing key financial parameters. Scoring rating is calculated on a scale from 0 to 10.
Expected average dividend yield for equities.
Annual average of yield to maturity for bonds.
Weighted average of years to maturity for bonds.