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Definition of Fundamental beta
The product of a statistical model to predict the fundamental risk of a security using not
In the model for calculating fundamental beta, ratios in risk indexes other than
Categories of risk used to calculate fundamental beta, including (1) market variability, (2)
A measure of the riskiness of a specific security compared to the
The price volatility of a financial instrument relative to the price
Sensitivity of a stock’s return to the return on the market
A measurement of the extent to which the returns on a given stock move with stock market.
The beta of a fund is determined as follows:
The beta of a stock is determined as follows:
The measure of a fund's or stocks risk in relation to the market. A beta of 0.7 means
Risk of a firm measured from the standpoint of an investor who holds a highly diversified portfolio.
Covariance of a national economy's rate of return and the rate of return the world economy
Implication of the CAPM that security risk premiums will be
A measure of foreign market risk that is derived from the capital asset pricing model.
Security analysis that seeks to detect misvalued securities by an analysis of the firm's
Analysts who attempt to find under- or overvalued securities by analyzing fundamental information, such as earnings, asset values, and business prospects.
The beta of a leveraged required return; that is, the beta as adjusted for the degree of
The beta of an unleveraged required return (i.e. no debt) on an investment when the
A portfolio constructed to represent the risk-free asset, that is, having a beta of zero.
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