Kalkulator CAPM
Regresi beta, imbal hasil yang diharapkan, dan biaya ekuitas — dengan suku bunga bebas risiko live dan premi pasar historis untuk negara mana pun.
Kalkulator CAPM
Jalankan regresi OLS: . β menunjukkan seberapa kuat saham bergerak mengikuti pasar. R² memberitahu fraksi varians yang bersifat sistematik.
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.
Setiap Lab didasarkan pada matematika buku teks standar (Bodie / Kane / Marcus, Fabozzi, Tandelilin). Read the full methodology in the How It Works panel above.