USING THE SHARP COEFFICIENT IN THE ASSESSMENT OF SYSTEMIC RISKS

Systemic risks affect the performance of all market participants. This helps to manage market risks. Sharp coefficient is one of the significant indicators of market risk. Sharp moving gives a clear idea of the average return and minimizing the risk of investing in a particular vehicle. By measuring this indicator, the damage to the real sector was taken. In this study, the analysis of this indicator, methods and calculations on the example of the real sector will be considered.

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