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Urgent! What are the indicators of Public Offering of Fund? It is said that there are 20-40, please ask professionals to answer.
Beta coefficient "is a statistical concept, a numerical value between+1 and-1, which reflects the performance of an investment object relative to the broader market." The greater its absolute value, the greater the change of its income relative to the broader market; The smaller the absolute value, the smaller the change range relative to the market. If it is negative, it means that the direction of change is opposite to that of the broader market: if the broader market goes up, it will fall, and if the broader market falls, it will rise. Because the purpose of investing in investment funds is to obtain financial services from experts, so as to obtain better performance in the market than passive investment, this index can be used as an index to examine the ability of fund managers to reduce the risk of investment fluctuation.

Sharp ratio is an index that can comprehensively consider income and risk. Sharp ratio, also known as Sharp Index, was first put forward by Nobel Prize winner william sharpe in 1966, and now it has become the most commonly used standardized index to measure fund performance in the world.

Treno index, expressed by Tp, is the risk premium of unit risk, and it is an indicator for investors to judge whether the risks taken by a fund manager in the process of managing funds are beneficial to investors. The bigger the Treynor index, the higher the unit risk premium, the better the performance of open-end funds, and the risks taken by fund managers in the management process are conducive to investors' profits. On the contrary, the smaller the Treynor index, the lower the unit risk premium, the worse the performance of open-end funds, and the risks taken by fund managers in the management process are not conducive to investors' profits.

Jenson performance index method. In 1968, American economist Jenson systematically put forward a method to evaluate the performance of mutual funds according to the expected return determined by CAPM model as the benchmark return. The calculation formula is as follows:

J=Rp―{Rf+βp(Rm―Rf)}

Among them: J stands for excess return, referred to as Jenson performance index; Rm represents the average rate of return of the market during the evaluation period; Rm-Rf means the compensation of market risk during the evaluation period. When the j value is positive, it shows that the evaluated fund has superior performance relative to the market; When the J value is negative, it shows that the performance of the evaluated fund is worse than that of the market. According to the size of J value, the performance of different funds can also be sorted.