Reward-to-volatility ratio

Reward-to-volatility ratio

Reward-to-Volatility Ratio

The excess return on an investment divided by the standard deviation from its average price. This can be used to determine the risk of an investment.
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The study compared GDP growth volatility against economic concentration and GDP reward-to-volatility ratio (i.
About 30 percent of variation in GDP growth volatility and reward-to-volatility ratio is captured by single indeupendent variables, economic concentration and diverusification.