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CAPM 计算器

贝塔回归、预期回报和股权资本成本——基于实时无风险利率和任何国家的历史股权溢价。

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.

预加载示例
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关于本实验室

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.

方法论

每个实验室都基于标准教科书数学（Bodie / Kane / Marcus、Fabozzi、Tandelilin）。 Read the full methodology in the How It Works panel above.

引用本工具
Blockcircle Labs. (2026). CAPM 计算器. Retrieved from https://blockcircle.com/labs
不是投资建议。工具仅用于教育和研究目的。