CAPM HPR excessINDEXmodel
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Catégorie :Category: nCreator TI-Nspire
Auteur Author: gaiastorage
Type : Classeur 3.0.1
Page(s) : 1
Taille Size: 1.39 Ko KB
Mis en ligne Uploaded: 22/03/2025 - 10:44:00
Uploadeur Uploader: gaiastorage (Profil)
Téléchargements Downloads: 1
Visibilité Visibility: Archive publique
Shortlink : http://ti-pla.net/a4543396
Type : Classeur 3.0.1
Page(s) : 1
Taille Size: 1.39 Ko KB
Mis en ligne Uploaded: 22/03/2025 - 10:44:00
Uploadeur Uploader: gaiastorage (Profil)
Téléchargements Downloads: 1
Visibilité Visibility: Archive publique
Shortlink : http://ti-pla.net/a4543396
Description
Fichier Nspire généré sur TI-Planet.org.
Compatible OS 3.0 et ultérieurs.
<<
cap m / SML secur mrk line E(Ri) E(r) = rf + B (rm - rf) E(R) HPR - (Fair) Capm = x > 0 = underpriced E(r) = (P1 - P0 + Div) / P0 3x scenario = Expected HPR = a + b + c / 3 bec needs to be in % var^2 = (HPRa - (expected HPR))^2 + .... b .. c .. * 1/3 DONT FORGET WEIGHT = e.g 1/3 a = forecast return - capm = x <0 overvalued excess single index model ri - rf = Ai + B * (rm - rf ) + ei single index model à = B^2 * Ã^2 + Ã^2 (ei) Made with nCreator - tiplanet.org
>>
Compatible OS 3.0 et ultérieurs.
<<
cap m / SML secur mrk line E(Ri) E(r) = rf + B (rm - rf) E(R) HPR - (Fair) Capm = x > 0 = underpriced E(r) = (P1 - P0 + Div) / P0 3x scenario = Expected HPR = a + b + c / 3 bec needs to be in % var^2 = (HPRa - (expected HPR))^2 + .... b .. c .. * 1/3 DONT FORGET WEIGHT = e.g 1/3 a = forecast return - capm = x <0 overvalued excess single index model ri - rf = Ai + B * (rm - rf ) + ei single index model à = B^2 * Ã^2 + Ã^2 (ei) Made with nCreator - tiplanet.org
>>
