For Banks, longer tenor bonds, despite relatively stuffed spreads still offers appeal given with flat private sector offtakes, fresh lending yield of 50bps, and risk-free return
on these investments where credit risks could surge in the ongoing macro environment.
For Banks, longer tenor bonds, despite relatively stuffed spreads still offers appeal to Banks given, flat private sector offtakes, fresh lending yield of 50bps, and risk-free return
on these investments where credit risks could surge in the ongoing macro environment (CY19/20F cost of provisioning: 0.7/0.8%).
Analysts add premium to risk-free returns
. Government securities currently provide a risk-free return
Overall, during the observation period, the Sharpe ratio value of all Sharia mutual funds in the study resulted in a negative Sharpe ratio, meaning that the return generated by the mutual funds in the sample was not higher than their risk-free return
Mr Lane's current venture - called Sporting Memorabilia Investment - promises: "We source the items using our knowledge database and over a variation of investment periods, we offer a near risk-free return
on your investment with the added bonus that our clients can enjoy or store these "choice" items of sporting memorabilia.
I would characterise as deluded those who expect a substantial risk-free return
An 8% inflation-adjusted, risk-free return
is unheard of in today's investing environment.
Sortino and van der Meer  presented the Sortino ratio as a variation of Sharpe ratio that adjusted the expected return for the risk of falling short of the risk-free return
. Keating and Shadwick  proposed the Omega function as a natural performance measure to analyze returns distributions with the risk of the downside, lower partial moment, and gain-loss.
It might be that Hammerson is enjoying a risk-free return
from the few tenants currently inhabiting the site - but the opportunity must be greater.
While we have [r.sup.(I)] = [r.sub.f], with [r.sub.f] denoting the risk-free return
, the second return [r.sup.(II)] is modeled through a normal distribution.
In some cases, the risk-free return
for such a transaction financed with borrowed money can exceed 10 percent after deducting loan and storage costs.
The daily return for each deal has three pieces: the return on the target, the return from a short position in bidder's shares, and the risk-free return
on the short sale proceeds.