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13 wrz 2023 · Co to są współczynniki alfa i beta? W finansach bardzo często słyszy się o „alfa i beta”, oznaczanych literami greckiego alfabetu α i ß; dwóch bardzo popularnych wskaźnikach ryzyka służących do oceny wydajności produktu finansowego i wyboru najlepszego sposobu inwestowania oszczędności.
12 wrz 2024 · Beta measures the relative volatility of an investment. It is an indication of its relative risk. Key Takeaways. Both alpha and beta are historical measures of past performances. Alpha...
10 lut 2024 · Alpha is a metric for measuring the risk-adjusted performance of an investment relative to a market index, while beta is a historical measure of the systemic risk or volatility of an asset or portfolio compared to the volatility of the market as a whole. While beta measures risks, alpha measures risk-adjusted returns.
29 lip 2024 · Alpha and beta are two different parts of an equation used to explain the performance of stocks and investment funds. Beta is a measure of volatility relative to a benchmark, such as the S&P...
21 sie 2023 · Alpha measures performance relative to an expected return. Beta measures the volatility of an investment returns relative to the market premium of benchmark index.
17 paź 2023 · In investing, alpha and beta are complementary performance indicators that relate an asset’s growth and volatility to a suitable benchmark. Beta, alpha and beta coefficients are mathematically defined and based on publicly available information; they can’t be fudged, fabricated, or misconstrued.
What is the difference between alpha and beta? Alpha: Alpha measures an investment's excess return over a benchmark, like the S&P 500. A positive alpha indicates the investment outperformed the benchmark, suggesting potential skillful management or unique strategy.
