Single-index model

A model of stock returns that decomposes influences on returns into a systematic factor, as measured by the return on the broad market index, and firm specific factors. Related: Market Model

Single-Index Model

The relationship between a security's performance and the performance of a portfolio containing it. The market model states that the security's performance is related to its portfolio's performance, according to its beta. It is calculated as follows:

Return on security = alpha + beta * return on portfolio + residual return

单词	single-index model
释义	Single-index model Single-index model A model of stock returns that decomposes influences on returns into a systematic factor, as measured by the return on the broad market index, and firm specific factors. Related: Market Model Single-Index Model The relationship between a security's performance and the performance of a portfolio containing it. The market model states that the security's performance is related to its portfolio's performance, according to its beta. It is calculated as follows: Return on security = alpha + beta * return on portfolio + residual return
随便看	path based mesh network pathbreaker path breaking path-breaking pathbreaking path change notification path characteristics estimation path clamp path-clearing festival path coding violation path coefficient total body digoxin clearance total body electric conductivity total body fluid total body heat content total body hyperthermia total body hypothermia total body irradiation total-body irradiation total body lean mass total body potassium total body radiation total body resistance exercise total body scanning total body skeletal muscle