Glossar

A statistical measure that explains the strength of the relationship between variables. A high R2 indicates that the relationship between the variables is strong.

A rally is a market phase in which the prices of securities rise rapidly.

Ratings are the assessment of the creditworthiness of a company or a country by a rating agency.

Sometimes referred to as historical volatility, this term is usually used in the context of derivatives. While implied volatility refers to the market's estimate of future volatility, realised volatility measures how high volatility actually was in the past.

Abbreviation for "Real Estate Investment Trust", i.e. a company that acquires, manages and sells domestic and foreign real estate and is listed on the stock exchange.

The return on capital employed is called the rate of return.

Return on equity is the amount of profit as a percentage of equity capital.