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Trend Ratio Analysis |
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Trend Ratio AnalysisThe comparison of the successive values of each ratio for a single firm over a number of years.Trend Ratio Analysis Similar MatchesRescaled Range (R or S) AnalysisRescaled Range (R or S) AnalysisThe analysis developed by H.E. Hurst to determine long-memory effects and fractional Brownian motion. Rescaled range analysis measures how the distance covered by a particle increases as we look at longer and longer time scales. For Brownian motion, the distance covered increases with the square root of time. A series which increases at a different rate is not random. See: fractional Brownian motion, Fractional Brownian Motion, fractional Brownian motion, Persistence, Joseph Effect, Noah Effect. Break even analysisBreak even analysisAn analysis of the level of sales at which a project would make zero profit. Credit analysisCredit analysisEvaluating information on companies and bond issues in order to estimate the ability of the issuer to live up to its future contractual obligations. Related: Default risk. Regression analysisRegression analysisAnalysis which examines the correlation between two or more variables in a mathematical model and attempts to prove whether or not the past relationships will be the same in the future. Regression analysis is used in the Black-Scholes option pricing model, portfolio theory and the capital asset pricing model. Scenario analysisScenario analysisThe use of horizon analysis to project total returns under different reinvestment rates and future market yields. Further SuggestionsRetrospective analysisHorizon analysis Comparative credit analysis Mean variance analysis Quantitative analysis Multiple discriminant analysis (MDA) Time series analysis Technical analysis Quantitative analysis Ex ante analysis Electronic Data Gathering, Analysis and Retrieval System Cluster analysis Force Field Analysis Horizontal analysis Common size analysis Decision Break Point Analysis Prospective analysis Ex post analysis Discriminate analysis Qualitative analysis Cross sectional analysis Factor analysis technical analysis Market analysis fundamental analysis |
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