R-Squaredrisk_portfolio
R-squared, or the coefficient of determination, measures the proportion of a portfolio's return variance that is explained by a regression against a benchmark or market factors. It ranges from 0 to 1 and reflects how muc…
Terms starting with “R”
60 definitions found.
Rate of Change (ROC)technical
Rate of Change (ROC) is a momentum indicator that measures the percentage change in a price or other value over a defined look-back period.
Real Assetsasset_classes
Real assets are tangible assets whose value derives from their physical properties and utility. They form a distinct asset class separate from financial assets such as stocks and bonds.
Real Effective Exchange Ratemacro
The Real Effective Exchange Rate (REER) is a trade-weighted index that adjusts a country's nominal exchange rate for relative inflation to compare the price competitiveness of domestic goods and services with those of it…
Real Estate Index Fundasset_classes
A Real Estate Index Fund is a passively managed investment vehicle that aims to track the performance of a real estate securities index, typically by owning a broad mix of Real Estate Investment Trusts (REITs) and other …
Real Estate Investment Trustasset_classes
Real Estate Investment Trust (REIT) is a company that owns, operates, or finances income-producing real estate and must distribute at least 90% of its taxable income to shareholders as dividends.
Real Estate Investment Trust (REIT)asset_classes
A Real Estate Investment Trust (REIT) is a company that owns, operates, or finances income-producing real estate and must meet specialized regulatory requirements to qualify for pass-through taxation and to distribute mo…
Real GDPmacro
Real Gross Domestic Product (Real GDP) is the value of all final goods and services produced in an economy, adjusted for changes in the price level to reflect true growth.
Real Gross Domestic Productmacro
Real Gross Domestic Product (Real GDP) is the inflation-adjusted measure of the value of all final goods and services produced within an economy, expressed in constant base-year prices.
Real Gross Domestic Product (Real GDP)macro
Real Gross Domestic Product (Real GDP) is the inflation-adjusted total value of all final goods and services produced within a country’s borders, intended to reflect the true volume of production.
Real Interest Ratemacro
The real interest rate is the rate on a loan or investment after adjusting for inflation; it is commonly approximated as the nominal rate minus expected inflation.
Real Yieldfixed_income
Real yield is the return on a fixed-income investment after accounting for inflation. It is typically approximated as the nominal yield minus expected inflation, and for inflation-indexed securities the yield is already …
Rebalancingrisk_portfolio
The process of restoring a portfolio’s asset weights to a predefined target allocation after market movements have caused drift away from the intended risk/return profile.
Recency Biasbehavioral
Recency bias is the tendency to place greater emphasis on recent events or information when forming judgments, often at the expense of longer-term data.
Recessionmacro
A recession is a period of significant, widespread decline in economic activity across the economy, typically lasting several months and often reflected in measures such as real gross domestic product (GDP) and employmen…
Rectangletechnical
In technical analysis, a rectangle is a chart pattern formed by parallel support and resistance lines that bound price action within a roughly horizontal trading range.
Rectangle (Trading Range)technical
A Rectangle (Trading Range) is a price pattern in technical analysis formed when price trades between two roughly parallel horizontal lines, creating a rectangular area of consolidation.
Rectangle Patterntechnical
A rectangle pattern is a chart formation where price moves within parallel support and resistance levels, creating a rectangular consolidation area.
Redemption Basketasset_classes
A redemption basket is a predefined group of securities used to satisfy investor redemptions on certain funds or structured products in-kind, rather than with cash.
Regret Aversionbehavioral
Regret aversion is a behavioral tendency in which investors avoid decisions that could lead to future regret, often resulting in inaction or maintaining the status quo. It reflects the desire to minimize potential emotio…
Regulation Fair Disclosure (Reg FD)regulation
Regulation Fair Disclosure (Reg FD) is a U.S. Securities and Exchange Commission rule that prohibits selective disclosure of material nonpublic information by issuers and certain insiders; when such information is disclo…
Regulation FDregulation
Regulation FD is a U.S. Securities and Exchange Commission rule that requires publicly traded companies to disclose material information to all investors at the same time, to prevent selective disclosure.
Regulation NMSmicrostructure
Regulation National Market System (Reg NMS) is an SEC framework governing U.S. equity markets, including rules on quote display, order routing, and protections against trading at prices worse than the best available quot…
Reinvestment Riskfixed_income
Reinvestment risk is the risk that cash flows from a fixed-income investment, such as coupon payments or principal repayments, will be reinvested at a lower rate than the rate implied by the original investment, potentia…
REIT ETFasset_classes
A REIT ETF is an exchange-traded fund (ETF) that provides exposure to real estate by owning a basket of real estate investment trusts (REITs) or by tracking a real estate index.
Relative Momentumstyles
Relative momentum is a momentum investing approach that measures an asset’s performance relative to a defined universe or benchmark rather than its absolute price change.
Relative Strength Index (RSI)technical
The Relative Strength Index (RSI) is a momentum oscillator that measures the magnitude of recent price changes to evaluate overbought or oversold conditions. It produces a value on a 0-100 scale.
Representativeness Heuristicbehavioral
A mental shortcut in which judgments about the probability or frequency of an event are driven by how closely it resembles a familiar example, rather than by objective base rates or statistics.
Reserve Ordermicrostructure
A reserve order is an order type that splits total quantity into a visible portion and a reserve (hidden) portion; only the visible portion sits on the order book, and as it is filled, more shares from the reserve are re…
Reserve Requirementmacro
The portion of banks’ deposits that must be held as reserves at the central bank and cannot be lent out.
Reserve Requirementsmacro
The minimum amount of certain deposits that banks must hold as reserves with the central bank or as vault cash.
Retained Earningsfundamental
Retained earnings are the cumulative net income that a company keeps in the business rather than distributing as dividends, and they appear in shareholders' equity on the balance sheet.
Return On Assetsfundamental
Return on assets (ROA) is a measure of how efficiently a company uses its assets to generate net income. It is typically calculated as net income divided by average total assets.
Return on Assets (ROA)fundamental
Return on Assets (ROA) is a profitability metric that measures how efficiently a company uses its assets to generate earnings, calculated as net income divided by average total assets.
Return On Capital Employedstyles
Return On Capital Employed (ROCE) is a profitability metric that measures how efficiently a company uses its capital to generate operating profits, calculated as EBIT divided by capital employed.
Return On Equityfundamental
Return On Equity (ROE) is a profitability metric that measures how efficiently a company uses shareholders' equity to generate net income. It is calculated as net income divided by average shareholders' equity.
Return on Equity (ROE)fundamental
Return on Equity (ROE) is a profitability ratio that measures how effectively a company uses shareholders' equity to generate net income, calculated as net income divided by average shareholders' equity.
Return On Invested Capitalfundamental
Return on invested capital (ROIC) is a measure of how efficiently a company uses capital invested in its operations to generate profits, computed as net operating profit after taxes divided by invested capital.
Return on Invested Capital (ROIC)fundamental
ROIC stands for Return on Invested Capital and measures how efficiently a company uses invested capital to generate operating profits. It is typically calculated as net operating profit after tax (NOPAT) divided by inves…
Revenuefundamental
Revenue is the total amount of money earned by a company from its ordinary business activities, typically from selling goods or providing services, before expenses are subtracted. It appears as the top line on the income…
Revenue Growthstyles
Revenue growth is the rate at which a company's revenue increases from one period to the next, typically measured year-over-year.
Revenue Recognitionfundamental
Revenue recognition is the process of recording revenue in financial statements when the entity transfers control of goods or services to a customer, in line with applicable accounting standards.
Revenue Recognition Principlefundamental
The Revenue Recognition Principle is an accounting guideline under GAAP that revenue is recorded when goods or services are delivered and the amount is realizable and collectible.
Reverse Mergercorporate
A reverse merger is a process in which a private company acquires a publicly traded company to gain listing on a stock exchange, effectively allowing the private firm to become public without a traditional initial public…
Reverse Repurchase Agreementmacro
A reverse repurchase agreement (reverse repo or RRP) is a short-term, collateralized financing arrangement in which a market participant buys securities from another party with an agreement to sell them back later. It is…
Rhoderivatives
Rho is the rate at which an option's price changes in response to a 1 percentage point change in the risk-free interest rate, holding other factors constant.
Rising Channeltechnical
A rising channel is a technical chart pattern formed by two parallel, upward-sloping trendlines that contain price action within an uptrend, characterized by higher highs and higher lows.
Rising Three Methodstechnical
A Rising Three Methods is a bullish continuation candlestick pattern consisting of a long bullish candle followed by several smaller candles that stay within the first candle’s body, and a final long bullish candle that …
Rising Wedgetechnical
A rising wedge is a price chart pattern formed by two converging upward-sloping trendlines that enclose rising price action. It often reflects weakening upward momentum and can precede a breakout to the downside or, less…
Risk Budgetingrisk_portfolio
Risk budgeting is a portfolio construction approach that allocates risk, rather than capital, across assets or strategies to meet a defined total risk level.