Method and apparatus for providing performance measures for an asset of fluctuating value

摘要

A method for providing one or more real-time measures of the performance of an asset. The price of an asset is represented as the sum of a time-dependent average and a random part, defined as a deviation from the average. Straightforward definitions of drift, volatility and risk are obtained. In accordance with embodiments of the invention, real-world stock price information generates time-dependent drift, volatility and risk, assigning an added dimension to the underlying value of an asset.