Beta coefficient

In beta coefficient calculation method , chose a single exponential model .

在贝塔系数的计算方法上，选择了单一指数模型。

BETA Coefficient and Audit Price : Empirical Evidence from China 's List Companies

BETA系数对公司审计费用影响的实证研究

The higher beta coefficient means the bigger systemic risk of the assets .

贝塔系数越大，意味着资产的系统性风险越大。

The Volatility in Stock Return and the Time - Varying Beta Coefficient

股票收益波动与Beta系数的时变性

According to the regression model and Beta coefficient formula can calculate the importance of economic characteristics factors .

根据估计出的回归模型和Beta系数公式，可以计算出相关经济特征因素对耕地非市场价值的重要性程度。

Beta coefficient based on value-at-risk : estimation methods and empirical analysis The project 's investment risk-return model on β - distribution

VaR风险度量下的β系数：估计方法和实证研究基于β分布的项目投资风险分析理论模型

Whereas the most difference among quantity characters are lobule petiole length and beta coefficient is 70.03 % .

各数量性状亦存在较大变异，其中小叶柄长度变异较大，变异系数达70.03%。

Based on CAPM , the authors obtained the expected return rate of entrepreneurs , the beta coefficient and risk premium of enterprises .

基于经典的资本资产定价（CAPM）理论，得到了企业家的期望收益率、企业的贝塔系数和风险溢价。

At T + 0 stage , portfolio return is not linearly related to beta coefficient and CAPM is not efficient .

在T+0时期，β系数与组合收益表现为非线性关系，CAPM并非有效的；

The beta coefficient in Capital Asset Pricing Model is just to measure the systematic risk , and it has become an important basis for investment decision-making .

资本资产定价模型中的β值是衡量证券系统风险大小的指标，因此β值也就成为证券投资决策的重要依据。

Among many indexes to describe risk conception , beta coefficient is a important parameter and conception , which describe the relationship between asset and market collectivity .

在诸多表述风险概念的指标当中，β系数作为资产（资产组合）与市场总体相关联的重要概念和参数，因其能够衡量资产所具有的系统风险，所以是一个重要的系统风险指数。

When the cash and futures between a beta coefficient of price stability in the linkage of the law , making the spot hedge the risk of system possible .

而当现货与期货之间存在一种稳定的beta系数价格联动的规律时，使得对冲现货系统风险成为可能。

Secondly , to introduce the basic theory of risk measurement , it contains the method of VaR , extreme theory and the type of GARCH . the model of mean-variance and the method of beta coefficient .

其次介绍了风险度量的理论基础，包括VaR方法，极值理论方法，GARCH类方法，均值-方差模型及β系数法。

Company 's basic characteristic , such as product life cycle , financial policy and so on , would change along with time that could inevitably lead to the change of stock price . Thus it will cause the change of beta coefficient .

公司的基本特征因素（如产品生命周期、财务政策等）随时间的变化必然会导致股价的变动，从而使该上市公司股票的β系数也随之改变。

Traditional risk measurement methods , such as standard deviation , beta coefficient , not only applicable scope is limited , but also the adaptative financial instruments are very small . Therefore , it can not fully reflect the market risk .

传统的风险测量方法，如标准差、β系数等方法不仅适用范围有限，并且适应的金融工具也非常少，因而不能全面的反映市场风险。

CAMP model on the basis of the five stages by first regression analysis before and after the announcement , selected by comparing the beta coefficient of changes in the degree of market reaction to the larger three times as the study sample .

在五个阶段划分的基础上首先采用CAMP模型对公告发布的前后进行回归分析，通过比较p系数的变化程度选出市场反应较大的三次作为研究样本。

The beta coefficient is the measurement of Captical Asset Pricing Model 's ( CAPM ) systematic risk . It reveals the difference between the risk of individual security ( or portfolio ) and the average risk of all securities in the market .

Beta系数是资本资产定价模型（CAPM）系统风险的量化指标，它揭示了某种证券或者证券组合的风险与市场平均风险的差异。