Calculadora CAPM
Regresión beta, rendimiento esperado y costo de capital — con tasa libre de riesgo en vivo y prima histórica del mercado para cualquier país.
CAPM Calculator
Run an OLS regression: . β captures how strongly the stock moves with the market. R² tells you what fraction of variance is systematic.
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.
Cada Lab se basa en matemáticas estándar de libros de texto (Bodie / Kane / Marcus, Fabozzi, Tandelilin). Read the full methodology in the How It Works panel above.