Inicio > Term: beta equation (security)
beta equation (security)
The market beta of a security is determined as follows: Regress excess returns of stock y on excess returns of the market. The slope coefficient is beta. Define n as number of observation numbers.
- Parte del discurso: noun
- Industria/ámbito: Servicios financieros
- Categoría: Finanza general
- Company: Bloomberg
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Creador
- Jessehe
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