翻訳と辞書 Words near each other ・ Security token service ・ Security Treaty Between the United States and Japan ・ Security Trust and Savings ・ Security Trust Company of Rochester ・ Security type system ・ Security Unlimited ・ Security vetting in the United Kingdom ・ Security Vision ・ Security, Territory, Population ・ Security-Enhanced Linux ・ Security-evaluated operating system ・ Security-focused operating system ・ Security-Widefield, Colorado ・ SecurityFocus ・ SecurityMetrics ・ Security characteristic line ・ Security checkpoint ・ Security clearance ・ Security Commission ・ Security community ・ Security Content Automation Protocol ・ Security Control of Air Traffic and Air Navigation Aids ・ Security controls ・ Security convergence ・ Security Council (disambiguation) ・ Security Council (Japan) ・ Security Council of Russia ・ Security Council of the Soviet Union ・ Security culture ・ Security deposit Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Security characteristic line ： ウィキペディア英語版 Security characteristic line Security characteristic line (SCL) is a regression line,〔(Characteristic Line )〕 plotting performance of a particular security or portfolio against that of the market portfolio at every point in time. The SCL is plotted on a graph where the Y-axis is the excess return on a security over the risk-free return and the X-axis is the excess return of the market in general. The slope of the SCL is the security's beta, and the intercept is its alpha.〔(Security Characteristic Line )〕 ==Formula== :$\backslash mathrm\; :\; R\_\; -\; R\_\; =\; \backslash alpha\_i\; +\; \backslash beta\_i\backslash ,\; (\; R\_\; -\; R\_\; )\; +\; \backslash epsilon\_$ where: :''α''i'''' is called the asset's alpha (abnormal return) :''βi(RM,t – Rf)'' is a nondiversifiable or systematic risk :''εi,t'' is the non-systematic or diversifiable, non-market or idiosyncratic risk :''RM,t'' is a market risk :''Rf'' is a risk-free rate 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Security characteristic line」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.