Reward-to-volatility ratio

Ratio of excess return to portfolio standard deviation.

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.

References in periodicals archive ?

The study compared GDP growth volatility against economic concentration and GDP reward-to-volatility ratio (i.e.

Economic Diversification: The Road to Sustainable Development

In a separate study of 11 companies on the SES that have separate listings, Tse and Oh (1993) found that eight out of the 11 companies have foreign shares whose reward-to-variability ratio and reward-to-volatility ratio are superior to those of the local shares.

Control versus firm value: the impact of restrictions on foreign share ownership

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