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单词 CAPM
释义 CAPM
资本资产定价模型
一种跟踪股票风险与预期收益之间关系的模型。该模型假定风险资产的收益率等於无风险资产的收益率加上风险溢价,而风险溢价等於股票的β值乘以市场整体收益率与无风险资产收益率之差。参见Beta(贝塔系数,β值)。
Synonym: Capital Asset Pricing Model
Capital Asset Pricing Model. A model that tracks the relationship between risk and expected return. It stipulates that the return on a risky asset is equal to the risk-free rate plus a risk premium. The risk premium is the stock's beta multiplied by the difference between the market rate of return and the risk-free rate.See also: Beta
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更新时间:2025/1/22 17:51:12