A type of beta that measures the volatility of a stock price (its systematic risk) in relation to the market...

A measure of beta that reflects a stock's price movement during an upward trend. In this sense, it is a...

The returns that are associated with factors driven by systematic market risks, which carry a premium (and hence are considered...

The sensitivity of a stock's return to the return on a relevant market index. However, securities may not be confined...

The value of beta that is inferred by examining the risk characteristics of similar companies (or the investments/ projects undertaken...

A capital asset pricing model (CAPM) which views risk as coming from several sources. More specifically, in this model, systematic...

A capital asset pricing model (CAPM) which views risk as coming from several sources. More specifically, in this model, systematic...

A measure of excess return which is typically defined as the net risk-adjusted premium derived from an investment position or...

A return measure that differentiates between returns generated through active management and those which simply result from high betas during...

A return measure that differentiates between returns generated through active management and those which simply result from high betas during...