Answer to: A stock has a required return of 14%; the risk-free rate is 4.5%, and the market risk premium is 5%. What is the stock's beta? By...
however, a file of the same name was 没被发现的老文件。 然而,同一个名字的文件是 [translate] aIf the risk-free rate is 6% and the market risk premium is also 6% What is the stock’s beta? 如果无风险的率是6%,并且市场风险保险费是否是也6%什么是股票的beta ? [translate] 英语翻译 日语...
Business Financial ratios What is a stock beta?Question:What is a stock beta?Measurement Of Stocks:A stock market works through various analyses and measurements. Further, different analysts use different methods to check the performance or indication of stocks....
Why is beta important for investors? Beta is a way to quantify a stock’s systematic risk. In simple terms, systematic risk refers to investment risk related to the movement of the entire market. Beta can help you answer questions like, “If the S&P 500 declined by 10%, what would it ...
What is the beta of Hamburg Corp.’s stock if the covariance of the stock with the market portfolio is 0.23, and the standard deviation of the market returns is 32%?A. 1.65.B. 0.72.C. 2.25. 正确答案:C 分享到: 答案解析: BetaH = 0.23 / (0.32)2 = 2.25 Hamburg stock is, on av...
The beta (β) of an investment security (i.e., a stock) is a measurement of its volatility of returns relative to the entire market. It is used as a measure of risk and
Beta is a way of measuring a stock’s volatility compared with the overall market’s volatility. By definition, the market as a whole has a beta of 1, and everything else is defined in relation to that: Stocks with a value greater than 1 are more volatile than the market, meaning they...
Levered beta is a measurement of an asset's tendency to move with or against the market as a whole. An asset that generally...
What Is Beta? Beta is a measure of a stock's volatility in relation to the overall market. By definition, the market, such as the S&P 500 Index, has a beta of 1.0, and individual stocks are ranked according to how much they deviate from the market. A stock that swings more than ...
The formula performs well at 6-month and 1-year forecasting horizons, and our predictors drive out beta, size, book-to-market, and momentum. Out-of-sample, we find that the formula outperforms a range of competitors in forecasting individual stock returns. Our results suggest that there is ...