How to Calculate Stock Beta in Excel- Beta (β) measures the volatility of a stock in relation to a market such as S&P 500 or any other ind...
COURSE
CAPM and Multi-factor Models
- The Capital Asset Pricing Model is a popular asset pricing model in Finance. It is used to determine...
- The securities Market Line (SML) is a graphical representation of the Capital Asset Pricing Model (C...
- While deciding on about what investments to make, one should weigh the rewards versus the risks of t...
- In a business context, [Sharpe ratios](https://financetrain.com/sharpe-ratio-for-measuring-return-on...
- Jensen’s Alpha, also known as the Jensen’s Performance Index, is a measure of the excess returns ear...
- The Single Index Model (SIM) is an asset pricing model, according to which the returns on a security...
- The risk arising from the volatility in the stock prices is referred to as Equity Price Risk. While...
- We had seen earlier that CAPM, which is essentially a Single Index Model, considers that the returns...
LESSONS
The Capital Asset Pricing Model
Securities Market Line (SML)
Sharpe Ratio for Measuring Return on Risk
Sharpe Ratio as Performance Benchmark
Jensen’s Alpha
Single Index Model
Systematic and Specific Risk
Arbitrage Pricing Theory (APT)
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