Multi-period sampling bias: related pages

The alpha of a security or fund is its out-performance over the risk adjusted return, with risk measured by beta.

Beta is a measure of the correlation between the value of a security and the market. Beta is used to calculate discount rates for CAPM.

The standard deviation of the excess returns of a portfolio against its benchmark index.

A contract for difference on the value of an index; a derivative that offers geared access to movements in the market.

The risk that a model may produce incorrect results.