Home > Term: beta equation (security)
beta equation (security)
The market beta of a security is determined as follows: Regress excess returns of stock y on excess returns of the market. The slope coefficient is beta. Define n as number of observation numbers.
- Part of Speech: noun
- Industry/Domain: Financial services
- Category: General Finance
- Company: Bloomberg
0
Creator
- Jessehe
-
(V.I.P) 32013 points - 40.13% positive feedback
