SPREAD TO WORST
Spread to worst is the discrepancy between two security classes in terms of overall returns. It may also be used in securities in the same class but must have different representative securities. The formula gauges the difference between the worst and the best performing security. It is considered as a measure of return dispersions in a given market/s. The value of spread to worst may vary based upon various economic and market variables.
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00:00 | FOMC Member Patrick T. Harker Speaks | ||
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