Adjusted Beta
Adjusted Beta
The beta is a measure that shows how an individual asset moves when the overall stock market increases or decreases. Basi...
Tag Archives: CAPM
31
Aug
The Capital Asset Pricing Model
The Capital Asset Pricing Model
The Capital Asset Pricing Model was proposed in the mid-1960s by William Sharpe, John Lintner, and Jack...
27
Aug
Capital Allocation and Capital Market Line
Capital Allocation and Capital Market Line
Capital Allocation Line (CAL):
Asset allocation is the allocation of funds across different...
16
Aug
What is Treynor’s Ratio? What are its uses?
What is Treynor's Ratio? What are its uses?
Definition:
Treynor Ratio is also called reward-to-volatility ratio measures and adjusts f...
09
Jul
What is Sharpe ratio and its usage?
Sharpe ratio is the measure of risk-adjusted return of a financial portfolio.
What does it tell us?
Sharpe ratio is a computation of...