MAFA-portfolio management
This query is : Resolved
31 January 2008
please explain the difeerence between BETA and Systematic risk. If anybody is having MAFA notes please send it to my maild. kuldeep.chowdary@gmail.com.
01 February 2008
TOTAL RISK = STANDARD DEVIATION
TOTAL RISK = SYSTEMATIC RISK + UNSYSTEMATIC RISK
TOTAL RISK = BETA + THETA
TOTAL RISK = SYSTEMATIC RISK + UNSYSTEMATIC RISK
TOTAL RISK = BETA + THETA
01 February 2008
TOTAL RISK = STANDARD DEVIATION
TOTAL RISK = SYSTEMATIC RISK + UNSYSTEMATIC RISK
TOTAL RISK = BETA + THETA
TOTAL RISK = SYSTEMATIC RISK + UNSYSTEMATIC RISK
TOTAL RISK = BETA + THETA
Sandeep Diwan
(Expert)
01 February 2008
Beta is measure of systematic risk ( market risk)
Beta = Cov(security return ,Market return)/ var. of market
Or Sd of security X Cor(I,m)/ SD of market
systematic risk = (Beta of security)2 X variance of market return
Beta = Cov(security return ,Market return)/ var. of market
Or Sd of security X Cor(I,m)/ SD of market
systematic risk = (Beta of security)2 X variance of market return
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