Accueil > 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.
- Partie du discours : noun
- Secteur d’activité/Domaine : Services financiers
- Catégorie : Finance général
- Company: Bloomberg
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- Harry8L
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