Journal of Financial and Quantitative Analysis Vol. 6 No. 4 1971
Evaluating Intercorporate Risk, Returns, and Trends
Abstract
This article has described a technique for evaluating intercorporate performance using risk, return, and trend. By regressing risk and trend on return for a large number of companies, an average performance plane has been established. A company's performance is measured by determining its position relative to the plane.
- DOI
- 10.2307/2329606
- Volume
- 6
- Issue
- 4
- Pages
- 1069
- Sources
- openalex crossref