beta coefficient 中文意思是什麼

beta coefficient 解釋
beta系數，用來衡量公司
  • beta : n. 1. 希臘字母第二字 [B,β]。2. 第二位的東西。3. 【天文學】β星〈星座中第二等最亮的星〉。
  • coefficient : adj. 共同作用的。n. 1. 共同作用；協同因素。2. 【數，物】系數，率；程度。
  1. Specially, based on risk - metric and factor variables, the author discusses multi - factor asset pricing model. in theoretical analysis, the author attempts to release the assumption of index ' s random walk, proves a portfolio selection model suitable for the linear index level moreover, based on assets un - exchangeable, the author brings forward asset pricing models for b - shares, h - shares and non - circulated - shares. the author also brings forward multi - factor asset pricing model based on risk - metric indices, such as coefficient of beta, standard variance, standard semi - variance, average absolute deviation, value at risk, and factor variables, such as circulated market equity, exchange ratio, short - term historical return

    在理論分析時，作者嘗試放鬆指數水平滿足隨機遊走過程的假設，推導出指數水平呈線性趨勢的資產組合選擇模型；此外，作者基於資產不可交易這一假設，提出了b股、 h股和非流通股等情形的資產定價模型，並基於系數、標準差、標準半方差、平均絕對離差和風險價值等風險度量指標以及流通市值、換手率、短期歷史收益率等因素變量提出了四因素資產定價模型。
  2. Abstract using the data of stock ' s weekly return within the past 52 months in shanghai stock market, this paper calculated the beta coefficient of sampled stocks, and based on these, analyzed its characteristic in different industries, stability, and manifestation in both bearish market and bullish market

    本文通過對上海證券市場所選樣本股票52個月的周收益率進行計算，得到了樣本股的系數，並在此基礎上對系數在行業分佈上的特徵、穩定性以及在熊市牛市中的表現進行了研究。
  3. Beta is a measurement of correlation between the price fluctuations of individual security ( or portfolio ) and the average price fluctuations of all securities in the market, that is called " systematic risk coefficient ". beta has not only important implications in finance theory, but also widely used in investment practices such as asset pricing, portfolio management and performance valuation

    一方面，系數是正確理解資本市場理論中有關收益?風險關系的關鍵參數，系數的穩定與否對于capm模型在投資決策方面的應用如資產定價、股票收益預測和投資績效評價至關重要;另一方面，資本市場上的許多事件研究也都依賴于系數的穩定性。
  4. Low beta coefficient phenomenon in market manipulation

    市場操縱過程中低貝塔系數現象研究
  5. Study on the existence of beta coefficient and its related characteristic in securities market

    系數的存在性及其相關特性研究
  6. Measuring of market risks was generalized into beta coefficient, duration and convexity of bond risks, delta and var approach. methods of measuring credit risks were classified into classic models and modern credit measuring model. kmv model and creditmetrics model are the two most popular models in western countries

    將市場風險的度量方法歸納為股票的風險度量beta系數，債券風險的度量持續期和凸性，金融衍生工具風險的度量delta等指標以及綜合度量市場風險的var方法；將信用風險的度量方法歸納為古典模型（專家制度和z計分模型）和現代信用風險度量模型（信用度量制模型等） 。
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