CAPM Calculator

Beta regression, expected return, and cost of equity — with live risk-free rate and historical equity premium for any country.

Interactive Lab

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.

Pre-loaded examples

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.

Every Lab is grounded in standard textbook math (Bodie / Kane / Marcus, Fabozzi, Tandelilin). Read the full methodology in the How It Works panel above.