Musings on Markets

JANUARY 21, 2023

It is the nature of stocks that you have good years and bad ones, and much as we like to forget about the latter during market booms, they recur at regular intervals, if for no other reason than to remind us that risk is not an abstraction, and that stocks don't always win, even in the long term. at the start of that year.

Equity 96

Equity Risk Premium Start-ups Dividends 96

Musings on Markets

FEBRUARY 8, 2022

Geographical Risk Beta measure the macro risk exposure of the businesses that a company operates in, but they are blunt instruments, incapable of capturing either country risk (from operating in the riskiest parts of the world) or discrete risk (from default, nationalization or other events that truncate a company's life).

Risk Premium 95

Risk Premium Beta Start-ups Equity 95

Valutico

FEBRUARY 13, 2025

Therefore, recalculating beta periodically or when significant events occur is advisable for accurate risk assessment. Market Risk-Free Rate: Beta calculations often involve comparing the asset’s returns to a risk-free rate, such as the yield on a government bond with a similar maturity.

Beta 52

Beta Covariance Risk-free Rate Specific Risk 52