A high beta stock is a stock with a beta value that is greater than 1. A high beta stock is more volatile than the market and is considered a higher risk for investors. However, high beta stocks have the potential to provide investors with a higher rate of return. How do you analyze...
Alpha measures thereturn of an assetcompared to the underlying benchmark index. Hence, while beta is a measure of systematic risk and volatility, alpha is a measure of excess return. Let’s say over the last year, the Straits Times Index returned 4% and the stock returned 10%, or 6% ov...
Beta衡量的是一个股票的波动性，如果一个stock的beta是1.2，意思就是比市场波动的平均水平高20%。比如...
Alpha and beta are both ratios that compare the performance of a stock against that of the market as a whole, but they do so in different ways. Alpha focuses on the additional return that an investment provides on top of the market’s return. Beta indicates the volatility of a stock’s...
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Alpha Beta is currently at 2.43. Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrume
A stock that performs 50% worse than the S&P 500 in a down market and a stock that performs 50% better than the S&P 500 in an up market will each have a high beta. Therefore, beta is best used for finding companies that tend to track the movements of the S&P 500 (i.e., with ...
Alpha and beta are two of the key measurements used to evaluate the performance of a stock, a fund, or an investment portfolio. Alpha measures the amount that the investment has returned in comparison to the market index or other broad benchmark that it is compared against. Beta measures the...
If a stock or fund outperforms the market for a year, it is probably because of beta or random luck rather than alpha. Defining Alpha Alpha is the excess return on an investment after adjusting for market-related volatility and random fluctuations. Alpha is one of the five major risk manage...
A. Calculate the beta of ANR stock and its expected return before the acquisition.B. Calculate the expected return after the acquisition. 相关知识点: 试题来源: 解析 A. 收购前ANR股票的贝塔系数为1.9,预期回报率为16.3%。 B. 收购后ANR股票的预期回报率为9.3%。 A. 收购前 * ANR 的贝塔系数为...