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CAPM 계산기

베타 회귀, 기대 수익률, 자기자본 비용—실시간 무위험 이자율과 모든 국가의 과거 주식 프리미엄으로.

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.

사전 로드된 예제
관련 랩
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.
이 랩 소개

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.

방법론

모든 랩은 표준 교과서 수학에 근거합니다 (Bodie / Kane / Marcus, Fabozzi, Tandelilin). Read the full methodology in the How It Works panel above.

이 도구 인용
Blockcircle Labs. (2026). CAPM 계산기. Retrieved from https://blockcircle.com/labs
투자 조언이 아닙니다. 도구는 교육 및 연구 목적으로만 사용됩니다.