enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  2. Risk premium - Wikipedia

    en.wikipedia.org/wiki/Risk_premium

    The inputs for each of these variables and the ultimate interpretation of the risk premium value differs depending on the application as explained in the following sections. Regardless of the application, the market premium can be volatile as both comprising variables can be impacted independent of each other by both cyclical and abrupt changes ...

  3. Capital asset pricing model - Wikipedia

    en.wikipedia.org/wiki/Capital_asset_pricing_model

    The market risk premium is determined from the slope of the SML. The relationship between β and required return is plotted on the security market line (SML), which shows expected return as a function of β. The intercept is the nominal risk-free rate available for the market, while the slope is the market premium, E(R m)− R f. The security ...

  4. Markowitz model - Wikipedia

    en.wikipedia.org/wiki/Markowitz_model

    The Capital Market Line says that the return from a portfolio is the risk-free rate plus risk premium. Risk premium is the product of the market price of risk and the quantity of risk, and the risk is the standard deviation of the portfolio. The CML equation is : R P = I RF + (R M – I RF)σ P /σ M. where, R P = expected return of portfolio

  5. Security market line - Wikipedia

    en.wikipedia.org/wiki/Security_market_line

    E(R M) is an expected return on market portfolio M β is a nondiversifiable or systematic risk R M is a market rate of return R f is a risk-free rate. When used in portfolio management, the SML represents the investment's opportunity cost (investing in a combination of the market portfolio and the risk-free asset). All the correctly priced ...

  6. Arbitrage pricing theory - Wikipedia

    en.wikipedia.org/wiki/Arbitrage_pricing_theory

    The Fama and French three factor model attempts to explain stock returns based on market risk, size, and value. [8] A 2012 paper aimed to empirically investigate Solnik’s IAPT model and the suggestion that base currency fluctuations have a direct and comprehendible effect on the risk premiums of assets.

  7. Bond convexity - Wikipedia

    en.wikipedia.org/wiki/Bond_convexity

    Convexity is a risk management figure, used similarly to the way 'gamma' is used in derivatives risks management; it is a number used to manage the market risk a bond portfolio is exposed to. If the combined convexity and duration of a trading book is high, so is the risk. [ 16 ]

  8. Netflix Has a Lot to Prove on Jan. 21. Here's Why Investors ...

    www.aol.com/finance/netflix-lot-prove-jan-21...

    The following chart showcases the importance of Netflix's sales and operating margin growth. Netflix Has a Lot to Prove on Jan. 21. Here's Why Investors Should Take Note.

  9. Risk–return spectrum - Wikipedia

    en.wikipedia.org/wiki/Risk–return_spectrum

    The risk-free rate has zero risk (most modern major governments will inflate and monetise their debts rather than default upon them), but the return is positive because there is still both the time-preference and inflation premium components of minimum expected rates of return that must be met or exceeded if the funding is to be forthcoming ...