Pericarditis
发表于 2025-3-23 10:03:16
Total Volatility,held in isolation, therefore is irrelevant for stocks included in well-diversified portfolios. Standard deviation measures the total risk that includes market risk as well as firm specific risk and it is therefore quite important for the researchers who would like to study those components separatel
躲债
发表于 2025-3-23 16:04:17
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accordance
发表于 2025-3-23 20:59:22
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sinoatrial-node
发表于 2025-3-24 00:02:51
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Friction
发表于 2025-3-24 03:46:51
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climax
发表于 2025-3-24 08:48:38
Total Volatility,help in evaluating the return predictability, the information contained in total volatility is still important. For instance, the relationship between the beta and the standard deviation highlights that,.where . is the beta of stock . that we already evaluated, . is the correlation between rates of returns, and σ’s are the standard deviations.
推迟
发表于 2025-3-24 13:12:52
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Bombast
发表于 2025-3-24 15:57:29
Market Capitalization,er considered that . might be a proxy for risk and, therefore, a potentially important return predictor. Smaller firms, in general, are much more risky compared to larger firms, leading to lower prices and higher returns.
organism
发表于 2025-3-24 19:29:10
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Priapism
发表于 2025-3-25 00:08:42
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