Le coefficient bêta est le coefficient clé du MEDAF. C'est un rapport historique de la volatilité du prix d'un actif (par exemple le cours de bourse d'une action) sur celle des prix du marché en général (par exemple un indice boursier significatif). C'est un indicateur utile pour mettre en place une stratégie de diversification des risques.

PropertyValue
dbpedia-owl:abstract
  • Le coefficient bêta est le coefficient clé du MEDAF. C'est un rapport historique de la volatilité du prix d'un actif (par exemple le cours de bourse d'une action) sur celle des prix du marché en général (par exemple un indice boursier significatif). C'est un indicateur utile pour mettre en place une stratégie de diversification des risques.
  • In finance, the beta (β) of an investment is a measure of the risk arising from exposure to general market movements as opposed to idiosyncratic factors. The market portfolio of all investable assets has a beta of exactly 1. A beta below 1 can indicate either an investment with lower volatility than the market, or a volatile investment whose price movements are not highly correlated with the market. An example of the first is a treasury bill, the price does not go up or down a lot, so it has a low beta. An example of the second is gold. The price of gold does go up and down a lot, but not in the same direction or at the same time as the market.A beta above one generally means both that the asset is volatile and tends to move up and down with the market. An example is a stock in a big technology company. Negative betas are possible for investments that tend to go down when the market goes up, and vice versa. There are few fundamental investments with consistent and significant negative betas, but some derivatives like equity put options can have large negative betas.Beta is important because it measures the risk of an investment that cannot be diversified away. It does not measure the risk of an investment held on a stand-alone basis, but the amount of risk the investment adds to an already-diversified portfolio. In the Capital Asset Pricing Model, beta risk is the only kind of risk for which investors should receive an expected return higher than the risk-free rate of interest.The definition above covers only theoretical beta. The term is used in many related ways in finance. For example, the betas commonly quoted in mutual fund analyses generally measure the risk of the fund arising from exposure to a benchmark for the fund, rather than from exposure to the entire market portfolio. Thus they measure the amount of risk the fund adds to a diversified portfolio of funds of the same type, rather than to a portfolio diversified among all fund types.Beta decay refers to the tendency for a company with a high beta coefficient to have its beta coefficient normalize to the market beta. It is an example of regression toward the mean.
  • El coeficiente Beta (β) es un concepto del mundo de las finanzas.
  • In een financiële context staat de bèta voor de mate van volatiliteit (beweeglijkheid) van het rendement van een bepaald financieel instrument ten opzichte van het rendement van de rest van de markt. De bèta geeft het risico van een financieel instrument aan. De bèta wordt vaak aangeduid met de Griekse letter β.
  • In finanza, il beta (β) è il coefficiente che misura il comportamento di un titolo rispetto al mercato, ovvero la variazione che un titolo storicamente assume rispetto alle variazioni del mercato. Matematicamente, esso è il rapporto tra la covarianza tra i rendimenti dell'asset i-esimo e i rendimenti del portafoglio di mercato e la varianza dei rendimenti di mercato (δm). Esso può essere anche definito come (σi * ρim)/σm dove σi è lo scarto quadratico medio dei rendimenti dell'asset i-esimo, ρim è il coefficiente di correlazione tra i rendimenti dell'asset i-esimo e quelli del mercato ed infine σm è lo scarto quadratico medio dei rendimenti del portafoglio di mercato.
  • Бета-коэффициент (бета-фактор) — показатель, рассчитываемый для ценной бумаги или портфеля ценных бумаг. Является мерой рыночного риска, отражая изменчивость доходности ценной бумаги (портфеля) по отношению к доходности портфеля (рынка) в среднем (среднерыночного портфеля).
  • 베타란 금융에서 개별 주식이나 포트폴리오의 위험을 나타내는 상대적인 지표이다. 시장포트폴리오의 위험과 같은 기준이 되는 지표와의 상대적인 변동성비율등을 의미하며, CAPM등에 의해 개별자산과 포트폴리오의 위험을 측정하는 데 사용된다.
  • Beta (ang. beta, risk factor) – współczynnik statystyczny, ustalający stopień korelacji pomiędzy zwrotem z inwestycji w akcje danej spółki, a hipotetycznej inwestycji w indeks rynku lub z określonego pakietu akcji różnych spółek.
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  • Le coefficient bêta est le coefficient clé du MEDAF. C'est un rapport historique de la volatilité du prix d'un actif (par exemple le cours de bourse d'une action) sur celle des prix du marché en général (par exemple un indice boursier significatif). C'est un indicateur utile pour mettre en place une stratégie de diversification des risques.
  • El coeficiente Beta (β) es un concepto del mundo de las finanzas.
  • In een financiële context staat de bèta voor de mate van volatiliteit (beweeglijkheid) van het rendement van een bepaald financieel instrument ten opzichte van het rendement van de rest van de markt. De bèta geeft het risico van een financieel instrument aan. De bèta wordt vaak aangeduid met de Griekse letter β.
  • Бета-коэффициент (бета-фактор) — показатель, рассчитываемый для ценной бумаги или портфеля ценных бумаг. Является мерой рыночного риска, отражая изменчивость доходности ценной бумаги (портфеля) по отношению к доходности портфеля (рынка) в среднем (среднерыночного портфеля).
  • 베타란 금융에서 개별 주식이나 포트폴리오의 위험을 나타내는 상대적인 지표이다. 시장포트폴리오의 위험과 같은 기준이 되는 지표와의 상대적인 변동성비율등을 의미하며, CAPM등에 의해 개별자산과 포트폴리오의 위험을 측정하는 데 사용된다.
  • Beta (ang. beta, risk factor) – współczynnik statystyczny, ustalający stopień korelacji pomiędzy zwrotem z inwestycji w akcje danej spółki, a hipotetycznej inwestycji w indeks rynku lub z określonego pakietu akcji różnych spółek.
  • Todas as pessoas ou empresas que resolvem variar investimentos têm como principal objetivo diminuir a vulnerabilidade do patrimônio, prevendo o risco a que ele está sujeito de maneira a projetar com segurança seu valor futuro. O que torna arriscado um investimento no mercado de ações é a dispersão de resultados possíveis. A medida habitual desta dispersão é o desvio padrão.O risco de qualquer ação pode ser dividido em duas partes.
  • In finance, the beta (β) of an investment is a measure of the risk arising from exposure to general market movements as opposed to idiosyncratic factors. The market portfolio of all investable assets has a beta of exactly 1. A beta below 1 can indicate either an investment with lower volatility than the market, or a volatile investment whose price movements are not highly correlated with the market.
  • In finanza, il beta (β) è il coefficiente che misura il comportamento di un titolo rispetto al mercato, ovvero la variazione che un titolo storicamente assume rispetto alle variazioni del mercato. Matematicamente, esso è il rapporto tra la covarianza tra i rendimenti dell'asset i-esimo e i rendimenti del portafoglio di mercato e la varianza dei rendimenti di mercato (δm).
rdfs:label
  • Coefficient bêta
  • Beta (finance)
  • Beta (finanza)
  • Beta (finanzas)
  • Betafaktor
  • Bèta (financieel)
  • Współczynnik beta
  • Índice beta
  • Бета-коэффициент
  • 베타 (금융)
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