The risk that is inherent to the broader market. Aggregate risk, also known as undiversifiable risk, volatility risk, or market...

The risk that is inherent to the broader market. Systematic risk, also known as undiversifiable risk, volatility risk, or market...

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

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

An entity's exposure to adverse variations in costs and/ or returns as a result of "unfavorable" changes in market rates/...

An entity's exposure to adverse variations in costs and/ or returns as a result of "unfavorable" changes in market rates/...

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...

The weighted average of betas of stocks or businesses in the same industry group. It is a proxy for systematic...

A value of beta (systematic risk measure) that is constructed artificially when market-generated betas are not available (or cannot be estimated). To...