security+market

См. также в других словарях:

• Security Market Line - SML — A line that graphs the systematic, or market, risk versus return of the whole market at a certain time and shows all risky marketable securities. Also refered to as the characteristic line . The SML essentially graphs the results from the capital …   Investment dictionary

• Security market line — In Modern Portfolio Theory, the Security Market Line (SML) is the graphical representation of the Capital Asset Pricing Model. It displays the expected rate of return for an overall market as a function of systematic (non diversifiable) risk… …   Wikipedia

• security market line — Line representing the relationship between expected return and market risk or beta. The slope of this line is the risk premium for beta. Bloomberg Financial Dictionary + security market line The linear relationship between expected asset returns… …   Financial and business terms

• Security market line — Line representing the relationship between expected return and market risk. The New York Times Financial Glossary …   Financial and business terms

• security market line — noun A line representing the relationship between expected return and systematic risk, thus a graphical representation of the CAPM. It is valid both for portfolios and individual assets …   Wiktionary

• Security market plane — A plane that shows the equilibrium between expected return and the beta coefficient of more than one factor. The New York Times Financial Glossary …   Financial and business terms

• security market plane — A plane that shows the relationship between expected return and the beta coefficient of more than one factor. Bloomberg Financial Dictionary …   Financial and business terms

• Market portfolio — is a portfolio consisting of a weighted sum of every asset in the market, with weights in the proportions that they exist in the market, with the necessary assumption that these assets are infinitely divisible.[1] Richard Roll s critique… …   Wikipedia

• market maker — An individual or entity that stands ready to buy or sell financial instruments at all times. Market makers quote both a bid and an offer price to the market. Market makers provide liquidity to markets. They profit from the spread between bid and… …   Financial and business terms

• market — Usually refers to the equity market. The market went down today means that the value of the stock market dropped that day. Bloomberg Financial Dictionary * * * ▪ I. market mar‧ket 1 [ˈmɑːkt ǁ ˈmɑːr ] noun 1. [countable] COMMERCE the activity of… …   Financial and business terms

• Market Risk Premium — The difference between the expected return on a market portfolio and the risk free rate. Market risk premium is equal to the slope of the security market line (SML), a capital asset pricing model. Three distinct concepts are part of market risk… …   Investment dictionary