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What is A portfolio's risk is measured by the weighted average of the standard deviations of the securities in the portfolio It is this aspect of portfolios that allows investors to combine stocks?
Beta.
What is the plural from of portfolio?
The plural of portfolio is "portfolios".
Importance of beta value in investment decision?
In investment decision, beta is associated with
Which companies provide model portfolios?
Companies like BlackRock provide model portfolios. AAII, Couch Potato Portfolios, BMO ETF, and MorningStar are companies that also provide model portfolios.
Why is beta the correct measure of a stock riskiness?
Beta measures a stock's volatility (the swings up and down in price). The market as a whole has a beta of 1.0, but each stock is determined a beta value from a history of it's stock movements. Riskiness equates to the stock losing value and high beta stocks are more prone to falling faster.
What is McDonald's beta coefficient?
Standard & Poor's gives McDonald's beta as 1.32. Value Line says 0.75.
Where can you find promotional portfolios?
Promotional portfolios can be sold by customers via their website or in their shops. Promanagers is one of the numerous company that sold promotional portfolios.
Rf value of beta-carotene?
college bio lab. we got 1, using beta carotene as the front. its traveled 10.8cm
What has the author Darren Cambridge written?
Darren Cambridge has written: 'E-portfolios and global diffusion' -- subject(s): Employment portfolios, Business and education, Electronic portfolios in education
What are the common application of kirchhoff's laws?
-determine the direction and value of current -determine the potential difference -determine the value of resistance
Can beta particles pass through aluminum?
Yes, beta particles can pass through aluminum. However, the thickness of the aluminum and the energy of the beta particles will determine how many particles can pass through. Thicker aluminum will block more beta particles compared to thinner aluminum.
What are the limitations of the sharpe Treynor and Jensen Indices?
The limitations usually relate to risk measurements. For the Sharpe - it is normal distribution: are all returns' distributions normal:-)? The Treynor is based on beta, some people have empirically proved that beta does not always work as a proxy for risk (i.e. high beta portfolios do not always fetch high returns). Plus a beta has to be calculated over a benchmark - is this benchmark close enough to be applied? As for Jensen's - some people maintain that the CAPM does not work too well, including its aforementioned vital component called beta:-). Best, Dr Oeconomicus
