Значение слова "ALPHA EQUATION" найдено в 2 источниках

ALPHA EQUATION

найдено в "Financial and business terms"
Alpha equation: translation

The alpha of a fund is determined as follows:
((sum of y) -(( b)(sum of x)) ) / n
where: n =number of observations (36 months)
b = beta of the fund
x = rate of return for the S&P 500
y = rate of return for the fund


найдено в "Financial and business terms"
alpha equation: translation

regression usually run over 36-60 months of data: Return-Treasury bill= alpha + beta ( S&P 500 - Treasury bill) + error. The alpha is the intercept. Note that the benchmark does not necessarily have to be the S&P 500. A mutual fund specializing in international investment might be benchmarked to a broader world market index, such as the MSCI World Index. Bloomberg Financial Dictionary


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