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CAPM計算機

ベータ回帰、期待リターン、株主資本コスト——ライブのリスクフリーレートと任意の国の過去株式プレミアムで。

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.

プリロード例
関連ラボ
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Security Market Line
Plot the SML; find under and overpriced assets via Jensen's α.
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Risk & Return Statistics
Compute E(r), σ², σ, Sharpe, skew, kurtosis from probabilistic or historical data.
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Correlation Matrix
Visualize how assets co-move; quantify diversification benefit.
このラボについて

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.

方法論

すべてのラボは標準的な教科書の数学に基づいています（Bodie / Kane / Marcus、Fabozzi、Tandelilin）。 Read the full methodology in the How It Works panel above.

このツールを引用
Blockcircle Labs. (2026). CAPM計算機. Retrieved from https://blockcircle.com/labs
投資アドバイスではありません。ツールは教育および研究目的のみです。