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Yahoo Finance calculates beta from monthly prices over a time of three years. The S&P500 is used as the benchmark You need 37 monthly prices (so you can get 36 returns) on the first trading day of each month. The final price should be on the first trading day of the previous month. The first price should be on the first trading day of the month 36 ...


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The standard deviation of an asset is less relevant if you hold a portfolio and not a single asset. In the CAPM, every investor holds the same portfolio of risky assets - the market portfolio. The CAPM implies further that the market portfolio has the highest expected portfolio return per unit of portfolio standard deviation of all possible portfolios. ...



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