Systematic and Specific Risk

The risk arising from the volatility in the stock prices is referred to as Equity Price Risk.

While talking about price volatility, it is important to differentiate between systematic risk and unsystematic risk.

Systematic risk refers to the risk due to general market factors and affects the entire industry. It cannot be diversified away.

Unsystematic risk, or specific risk is the risk specific to a company that arises due to the company specific characteristics. According to portfolio theory, this risk can be eliminated through diversification.

Series NavigationSingle Index ModelArbitrage Pricing Theory (APT)
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Related posts:

  1. Types of Market Risk
  2. The Capital Asset Pricing Model
  3. Single Index Model
  4. Systemic Risk
  5. Value at Risk (VaR) of a Portfolio

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