Skip to main content
Lab · Kostenlos

CAPM-Rechner

Beta-Regression, erwartete Rendite und Eigenkapitalkosten — mit Live-Risikofreisatz und historischer Marktprämie für jedes Land.

CAPM Calculator

Beta regression, expected return, and cost of equity

Run an OLS regression: . β captures how strongly the stock moves with the market. R² tells you what fraction of variance is systematic.

Vorgeladene Beispiele
Verwandte Labs
Lab
Security Market Line
Plot the SML; find under and overpriced assets via Jensen's α.
Lab
Risk & Return Statistics
Compute E(r), σ², σ, Sharpe, skew, kurtosis from probabilistic or historical data.
Lab
Correlation Matrix
Visualize how assets co-move; quantify diversification benefit.
Über dieses Lab

The Capital Asset Pricing Model says a stock's expected return depends only on its sensitivity to the market (beta). Take the risk-free rate, then add a premium proportional to how much the stock co-moves with the broad index. Investors only get paid for systematic risk, because everything else can be diversified away.

Methodik

Jedes Lab basiert auf der Standard-Lehrbuchmathematik (Bodie / Kane / Marcus, Fabozzi, Tandelilin). Read the full methodology in the How It Works panel above.

Dieses Tool zitieren
Blockcircle Labs. (2026). CAPM-Rechner. Retrieved from https://blockcircle.com/labs
Keine Anlageberatung. Tools dienen ausschließlich Bildungs- und Forschungszwecken.