Investment Statistics Guide

The purpose of the eVestment Guide to Investment Statistics is to assist you in gaining a better understanding of how to derive meaningful conclusions from investment statistics. It is not only a glossary of investment statistics, but it is also manual on the usage of key investment statistics.

Learning Objectives

  1. Explain how to use statistics to predict future investment returns.
  2. Interpret the different investment risk statistics and risk-adjusted statistics.
  3. Explain the concepts of correlation and regression analysis for investment analysis.
  4. Describe the key characteristics of peer group analysis and its usefulness in the search process.

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Investors who are required to select and monitor investment managers should develop a basic understanding of investment statistics. Quantitative tools can provide you with good insight that you can use in your qualitative interviews with managers and when monitoring your investments.

This list is compiled from calculations from the various eVestment products including Analytics, PerTrac, Holdings Analysis, TopQ and Risk Plus.