CAPM कैलकुलेटर

बीटा रिग्रेशन, अपेक्षित रिटर्न और इक्विटी की लागत — किसी भी देश के लिए लाइव जोखिम-मुक्त दर और ऐतिहासिक मार्केट प्रीमियम के साथ।

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.

पूर्व-लोडेड उदाहरण

Ticker

Period

Market index (auto)

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.

प्रत्येक लैब मानक पाठ्यपुस्तक गणित पर आधारित है (Bodie / Kane / Marcus, Fabozzi, Tandelilin)। Read the full methodology in the How It Works panel above.