Sharp mobile phone comparison for help

Just use 9020, if it were me I would choose this.

The 9020 uses the best screen in the 3 models.

9120 9310 is a little bit next to the screen is inches.

The 9020C is more powerful in terms of function The camera effect 9020C is 520W pixels, which is richer and better than the 9120C camera.

The 9020C is Sharp's self-developed OSE system The 9120C is Sharp's deeply optimized MTK system.

9130 has more than a GPS positioning, and the others are similar to 9120.

The 9020 is positioned as a high-end machine.

The 9120 9130 is the mid-range.

Sharpe ratioIt is a standard indicator of performance evaluation, and it measures relativelyRisk-free rateof the earnings situation.

The Sharpe ratio reflects the expected excess return for each additional amount of risk. When people make investments, they want to minimize investment risks and get the highest return on investment. We can use the Sharpe index to quantitatively analyze the value of risk we can tolerate, and use this value of risk to find the highest return under the same risk**.

Calculation and role of the Sharpe ratio

Sharpe ratio = (average rate of return - rate of return at risk) standard deviation.

where the average rate of return refers to the average of the growth rate of net worth.

The risk-free rate of return refers to the bank's interest rate for the same period, and the standard deviation refers to the standard deviation of the growth rate of the net worth.

The larger the Sharpe ratio, the better, the larger the Sharpe ratio value represents the higher the return on the risk taken, and the smaller the Sharpe ratio value, the smaller the return on the risk taken.

The formula for calculating the Sharpe ratio is as follows: [E(RP) RF] P, where E(RP) is the expected return rate of the portfolio, RF stands for the risk-free rate, and P represents the standard deviation of the portfolio. For example, if the Treasury interest rate is 3%, the portfolio return is 15%, and the standard deviation is 6%, then the portfolio excess return is 15% minus 3% = 12%, in order to obtain a 12% excess return.

Lead hidden.

The Sharpe Ratio is a metric used to assess the risk-adjusted returns of portfolios, and was developed by Nobel laureate economist William F. Sharpesharpe) in 1966.

The Sharpe ratio is the ratio of the difference between portfolio return and risk-free return to the standard deviation of the portfolio, and is used to measure the trade-off between investment risk and return.

Calculation of the Sharpe Ratio: The formula for calculating the Sharpe ratio is:

Sharpe ratio = rp - rf) p

where RP represents the expected return (or historical average return) of the portfolio;

RF stands for the risk-free interest rate, which is generally taken from the yield of short-term Treasury bonds or other low-risk assets;

p denotes the standard deviation of the portfolio, which is a measure of the portfolio's risk before risk.

Explanation of the Sharpe Ratio: The Sharpe Ratio is a measure of how much excess reward can be earned for each unit of total risk taken on. A higher Sharpe ratio means that for every unit of total risk exposure, more excess returns can be obtained, meaning that the risk-adjusted return of the portfolio is relatively good.

The higher the Sharpe ratio, the higher the risk-adjusted return of the portfolio, and the investor is willing to take more risk to achieve higher returns. However, a high Sharpe ratio does not mean that the portfolio is absolutely excellent, because high returns come with high risks, and investors need to make choices according to their own risk tolerance and investment goals.

Usage Limitations: It is worth noting that the Sharpe ratio has its limitations

The Sharpe ratio assumes that returns follow a normal distribution, while real market returns may have a non-normal distribution, especially when extreme events occur, and the utility of the Sharpe ratio may be affected.

The Sharpe ratio ignores the skewness and kurtosis of yields and does not provide a comprehensive picture of the distribution of risk.

The Sharpe ratio only considers the standard deviation as an indicator of risk and cannot measure different types of risk, such as market risk and endemic risk.

In summary, the Sharpe ratio is a commonly used portfolio evaluation metric that can help investors understand the trade-off between portfolio risk and return. However, when using it, it is necessary to comprehensively consider other risk indicators and make a comprehensive investment decision based on the actual situation.

sharpe ratio = (rate of return - risk-free rate) standard deviation.

The Sharpe ratio is a metric used by financial investors to measure investment returns and risks.

1. Detailed description.

The Sharpe ratio is also known as the Sharpe index - a standardized indicator of performance evaluation. The study of the Sharpe ratio in modern investment theory shows that the magnitude of risk plays a fundamental role in the performance of a decisive portfolio. Risk-adjusted return is a comprehensive indicator that can consider both return and risk, and can eliminate the adverse impact of risk factors on performance evaluation in the long run.

2. Core idea.

Rational investors will choose and hold effective portfolios, i.e., those that maximize expected returns at a given level of risk, or those that minimize risk at a given level of expected return. He believes that when building a risky portfolio, investors should at least seek a return on investment that is as good as a risk-free investment, or more.

3. Specific use.

The Sharpe ratio is obtained by the average of the net worth growth rate minus the risk-free rate and divided by the standard deviation of the net worth growth rate. It reflects the extent to which the growth rate of net value per unit of risk** exceeds the risk-free rate of return. If the Sharpe ratio is positive, the investment** is better than a bank deposit when the bank deposit rate is used as the risk-free rate for the same period.

In the specific application, it is necessary to pay attention to:

1. The Sharpe ratio has no reference point, so its size itself is meaningless and only valuable in comparison with other combinations.

2. The Sharpe ratio is linear, but on the efficient frontier, the transformation between risk and return is not linear. As a result, the Sharpe index is biased in its measure of performance with a large standard deviation**.

3. The Sharpe ratio does not consider the correlation between combinations, so it is very problematic to construct combinations purely based on the size of the Sharpe value.

4. The Sharpe ratio, like many other indicators, measures the historical performance of **, so it cannot be simply based on the historical performance of ** for future operations.

The Sharpe ratio is a metric used to assess the risk-adjusted performance of a portfolio. It can also be seen as a standardized way of measuring both benefits and risks, and excluding the adverse effects of risk factors on performance evaluation. The Sharpe ratio is calculated as the standard deviation of the return rate of the risk-free rate, where the return rate refers to the average return of the portfolio, the risk-free rate usually uses the same risk-free rate as the portfolio risk, and the standard deviation represents the volatility of the portfolio.

The Sharpe ratio has been shown in modern investment theory that the magnitude of risk plays a fundamental role in determining the performance of a portfolio. By comparing a portfolio's excess return (i.e., the portion above the risk-free rate) to its risk (volatility measured in standard deviation), the Sharpe ratio provides a versatile way to compare the performance of different portfolios.

The higher the value of the Sharpe ratio, the higher the excess return of the portfolio for the same risk, i.e., the better the risk-adjusted performance. Therefore, investors can evaluate the balance between risk and return of different portfolios based on the Sharpe ratio to make more informed investment decisions.