- portfolio beta coefficient
- фин. = portfolio beta
Финансовые рынки. Новый англо-русский толковый словарь. - М.: «Экономическая школа».. 2006.
Финансовые рынки. Новый англо-русский толковый словарь. - М.: «Экономическая школа».. 2006.
beta coefficient — Stock market measure of price variability. A statistical measure of the relative risk of a common stock compared with the market for all stocks. ► “The conventional wisdom has been that portfolio betas are more stable than those for individual … American business jargon
Beta (finance) — The beta coefficient, in terms of finance and investing, describes how the expected return of a stock or portfolio is correlated to the return of the financial market as a whole. [cite book last = Levinson first = Mark year = 2006 title = Guide… … Wikipedia
beta — A measure correlating stock price movement to the movement of an index. Beta is used to determine the number of contracts required to hedge with stock index futures or futures options. The CENTER ONLINE Futures Glossary A Greek letter used by… … Financial and business terms
Beta — A measure of the volatility, or systematic risk, of a security or a portfolio in comparison to the market as a whole. Beta is used in the capital asset pricing model (CAPM), a model that calculates the expected return of an asset based on its… … Investment dictionary
beta — 1. A measure of the degree to which the *returns on a *security track the rest of a market. A beta coefficient is a measurement of the volatility of a * security’s *systematic risk, which under *portfolio theory cannot be reduced through… … Auditor's dictionary
Modern portfolio theory — Portfolio analysis redirects here. For theorems about the mean variance efficient frontier, see Mutual fund separation theorem. For non mean variance portfolio analysis, see Marginal conditional stochastic dominance. Modern portfolio theory (MPT) … Wikipedia
Lancia Beta — Infobox Automobile name=Lancia Beta production=1972 ndash;1984 manufacturer=Lancia parent company=Fiat Group assembly = body style = 4 door sedan (berlina) 2 door coupé 2 door targa (Spider) 3 door estate (HPE) class = predecessor = Lancia Fulvia … Wikipedia
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Capital asset pricing model — In finance, the Capital Asset Pricing Model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset, if that asset is to be added to an already well diversified portfolio, given that asset s non diversifiable… … Wikipedia
Alpha (investment) — Alpha is a risk adjusted measure of the so called active return on an investment. It is the return in excess of the compensation for the risk borne, and thus commonly used to assess active managers performances. Often, the return of a benchmark… … Wikipedia
Greeks (finance) — The Greeks redirects here. For the ethnic group, see Greeks. In mathematical finance, the Greeks are the quantities representing the sensitivities of the price of derivatives such as options to a change in underlying parameters on which the value … Wikipedia