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alpha equation
Regression usually run over 36-60 months of data: Return-Treasury bill= alpha + beta (S&P 500 - Treasury bill) + error. The alpha is the intercept. Note that the benchmark does not necessarily have to be the S&P 500. A mutual fund specializing in international investment might be benchmarked to a broader world market index, such as the MSCI World Index.
- Jenis Kata: noun
- Industri / Domain: Layanan keuangan
- Kategori: Keuangan secara umum
- Company: Bloomberg
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- Jessehe
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