JoVE Logo

Войдите в систему

Chapter 6

Risk and Return

 Риск
 Риск
Sandra wants to invest her money to increase it, so she buys stocks in a company. Sanda will make money if the company does well because her stocks will ...
Доходность
Доходность
Returns in a financial context refer to the change in price of an asset, investment, or project over a specified period. A positive return represents ...
 Виды риска
 Виды риска
Risk in finance refers to the potential of losing money or facing unexpected outcomes in investment and economic activities. Risks are broadly categorized ...
Виды риска: систематический риск
Виды риска: систематический риск
Systematic risk is fundamental to the market, reflecting the impact of economic, financial, and geopolitical factors. This risk affects the entire market, ...
 Несистематический риск
 Несистематический риск
Unsystematic risk relates to the uncertainty associated with individual companies or sectors, not affecting the entire stock market or economy. There are ...
Ожидаемая доходность
Ожидаемая доходность
Expected returns are the anticipated profit or loss from an investment over a certain period. Expected Returns are predictions based on historical data, ...
Взаимосвязь между риском и доходностью
Взаимосвязь между риском и доходностью
The relationship between risk and return is fundamental in financial theory and is linked to investment decision-making. The risk refers to the ...
 Дисперсия
 Дисперсия
Variance is a measure that reflects the degree of risk in an investment's returns. It provides insight into the variation of investment returns from ...
Стандартное отклонение
Стандартное отклонение
Standard deviation is a measure quantifying the degree of variation in a set of values. Consider Peter. He has invested in Stock A and Stock B for a ...
Премия за риск
Премия за риск
The risk premium is the additional return an investor requires, to invest in a riskier asset than a risk-free investment. It is a compensation for the ...
Бета-коэффициент (бета-фактор)
Бета-коэффициент (бета-фактор)
Beta is a measure of assessing an investment's risk and expected return compared to the overall market, represented by the slope of the line in a ...
Линия рынка ценных бумаг
Линия рынка ценных бумаг
The Security Market Line, or SML is a graphical representation used to depict the relationship between the expected return of an investment and its risk, ...
Модель ценообразования капитальных активов: Введение
Модель ценообразования капитальных активов: Введение
The capital asset pricing model, or CAPM, is a financial model that calculates the expected rate of return for an investment. CAPM calculates the expected ...
Модель ценообразования капитальных активов: применение
Модель ценообразования капитальных активов: применение
The Capital Asset Pricing Model, or CAPM, evaluates investment risk and determines expected returns based on a security's relationship to the market. ...
 Риск и доходность портфеля
 Риск и доходность портфеля
Portfolio risk and returns refer to the potential risks undertaken and the rewards achieved from investments. The risk associated with a portfolio refers ...
Диверсификация
Диверсификация
Diversification is a risk management strategy that spreads investments across various financial instruments, industries, and other categories to reduce ...
 Диверсификация и портфельный риск
 Диверсификация и портфельный риск
Diversification is an important strategy in portfolio management used to reduce risk by allocating investments across various financial assets, ...
JoVE Logo

Исследования

Образование

О JoVE

Авторские права © 2025 MyJoVE Corporation. Все права защищены