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portfolio beta

См. также в других словарях:

  • portfolio beta — Used in the context of general equities. The beta of a portfolio is the weighted sum of the individual asset betas, According to the proportions of the investments in the portfolio. E.g., if 50% of the money is in stock A with a beta of 2.00, and …   Financial and business terms

  • 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 (Motorrad) — Beta ist ein italienischer Hersteller von Motorrädern und Motorrollern. Der Firmensitz befindet sich in Rignano sull Arno. Geschichte Die Firma wurde 1904 unter dem Namen Società Giuseppe Bianchi in Florenz gegründet und produzierte damals… …   Deutsch 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-Faktor — Der Betafaktor (β) stellt in den auf dem Capital Asset Pricing Model (CAPM) aufbauenden finanzwirtschaftlichen Theorien die Kennzahl für das mit einer Investitions oder Finanzierungsmaßnahme übernommene systematische Risiko (auch Marktrisiko… …   Deutsch Wikipedia

  • beta — I. noun Etymology: Middle English betha, from Latin beta, from Greek bēta, of Semitic origin; akin to Hebrew bēth beth Date: 14th century 1. the 2d letter of the Greek alphabet see alphabet table 2. beta particle 3. a measure of the risk… …   New Collegiate Dictionary

  • 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

  • beta factor —  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 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

  • 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

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