Калькулятор CAPM
Регрессия беты, ожидаемая доходность и стоимость собственного капитала — с актуальной безрисковой ставкой и исторической рыночной премией для любой страны.
CAPM Calculator
Run an OLS regression: . β captures how strongly the stock moves with the market. R² tells you what fraction of variance is systematic.
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.
Каждая лаборатория основана на стандартной учебной математике (Bodie / Kane / Marcus, Fabozzi, Tandelilin). Read the full methodology in the How It Works panel above.