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Lab · Ücretsiz

CAPM Hesaplayıcı

Beta regresyonu, beklenen getiri ve özsermaye maliyeti — canlı risksiz oran ve herhangi bir ülke için tarihsel piyasa primi ile.

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.

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Bu Lab Hakkında

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.

Metodoloji

Her Lab, standart ders kitabı matematiğine dayanır (Bodie / Kane / Marcus, Fabozzi, Tandelilin). Read the full methodology in the How It Works panel above.

Bu aracı alıntıla
Blockcircle Labs. (2026). CAPM Hesaplayıcı. Retrieved from https://blockcircle.com/labs
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