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Puas beta suav nrog kev pheej hmoo tsis zoo?

Cov txheej txheem:

Puas beta suav nrog kev pheej hmoo tsis zoo?
Puas beta suav nrog kev pheej hmoo tsis zoo?

Video: Puas beta suav nrog kev pheej hmoo tsis zoo?

Video: Puas beta suav nrog kev pheej hmoo tsis zoo?
Video: zoo lawm qhov kj tsis yuav kv (ci ntsa iab )nkauj tawm tshiab 2024, Tej zaum
Anonim

Beta Tus Nqi Sib npaug rau 1.0 Ib qho khoom lag luam nrog beta ntawm 1.0 muaj kev pheej hmoo. Txawm li cas los xij, qhov kev suav beta tsis tuaj yeem kuaj pom tsis muaj kev pheej hmoo.

Puas beta systematic lossis tsis muaj kev pheej hmoo?

Beta yog tus qauv CAPM kev ntsuas kev pheej hmooNws ntsuas qhov nyiam ntawm kev rov qab los ntawm kev ruaj ntseg txav mus rau qhov sib npaug nrog kev rov qab los ntawm kev lag luam Tshuag tag nrho. Ib txoj hauv kev los xav txog beta yog qhov ntsuas ntawm kev ruaj ntseg qhov tsis sib xws ntawm kev ua lag luam volatility.

hom kev pheej hmoo twg tuaj yeem qhia rau koj?

Beta thiab Systematic Risk

Beta yog ntsuas ntawm cov khoom lag luam tsis hloov pauv hauv kev cuam tshuam rau kev ua lag luam. Nws yog qhov tseem ceeb ntsuas qhov kev pheej hmoo cuam tshuam ntawm kev tuav ib qho khoom lag luam lossis kev lag luam cuam tshuam nrog kev ua lag luam.

β qhov pheej hmoo sawv cev li cas?

Beta yog ntsuas ntawm cov khoom lag luam tsis hloov pauv hauv kev cuam tshuam rau tag nrho kev lag luam… High-beta stocks yuav tsum muaj kev pheej hmoo tab sis muaj peev xwm rov qab tau ntau dua; low-beta stocks ua rau muaj kev pheej hmoo tsawg dua tab sis kuj txo qis rov qab.

Puas beta ntsuas txhua hom kev pheej hmoo?

Nws feem ntau yog siv raws li ob qho tib si kev ntsuas kev pheej hmoo thiab kev ntsuas kev ua tau zoo Lub khw tau piav qhia tias muaj beta ntawm 1. Lub beta rau ib lub Tshuag piav qhia ntau npaum li cas cov Tshuag. tus nqi txav piv rau kev ua lag luam. Yog tias ib lub Tshuag muaj beta saum toj no 1, nws hloov pauv ntau dua li kev lag luam tag nrho.

Pom zoo: