Security market plane


 

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Security market plane

A plane that shows the relationship between expected return and the beta coefficient of more than one factor.



Security market plane

Similar Matches

Beta equation (security)

Beta equation (security)

The market beta of a security is determined as follows: Regress beta of stock y on excess returns of the market. The slope coefficient is beta. Define n as number of observation numbers. Beta= [(n) (sum of [xy]) ]-[ (sum of x) (sum of y)]/ [(n) (sum of [xx]) ]-[ (sum of x) (sum of x)] where: n = # of observations (usually 36 to 60 months) x = rate of beta for the S&P 500 index y = rate of return for the security. Related: beta


Senior security

Senior security

A security that, in the event of bankruptcy, will be redeemed before any other securities.


Security Market Line

Security Market Line

The linear relationship between expected asset returns and betas posited by the Capital Asset Pricing Model.


Security deposit (maintenance)

Security deposit (maintenance)

Related: Maintenance margin


Mortgage backed security

Mortgage backed security

A security, backed by one or more mortgages.


Further Suggestions

high grade security
Nonmarketable security
Unlisted security
Asset backed security
federal agency security
social security disability income insurance
Security
Security
Money market security
Security deposit (initial)
Margin security
Security Industry Automated Corporation (SIAC)
Cabinet security
Undervalued security
Credit linked security
Fixed dollar security
security
Security market line
International Security Market Association (ISMA)
Employee Retirement Income Security Act
Host security
Primitive security
Security certificate
Zero coupon convertible security
Collateral security


 
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