Beta coefficient - nechiidzo kuti anoyera mukana pamusika wemari

The ano zvoupfumi, achiumba zvinhu pakuvapo Makambani makuru, makambani uye makambani kunyange ehurumende-vaiva kuburikidza pakusika vadyi ndiri makambani, atova zvaizivikanwa chero munhu. Chokwadi, munyika yedu mari securities haana ichi pamwero kukurumbira pakati vakawanda, sezvo ari mamwe yakabudirira nyika ine dzakabudirira musika gadziriro zvoupfumi ukama. Zvisinei, zvichangobva kuitika anoratidza zvose zvikuru nyore reorientation pamusoro depositors kuti bhangi deposits kuti uwane kunzwisisa inivhesitimendi hurongwa. Izvi zvinozoita ndiyo chiratidzo chakanaka Russian vanhu, izvo zvinoratidza zvishoma nezvishoma rakada nyika yedu kuti wokumavirira mararamiro Zvinokosha zvinokosheswa. Chokwadi, regai Mwari vaite chete upfumi divi ano yakabudirira nyika, pasina zvayo penga divi.

Beta reshiyo

Implementation of ukama varidzi guru uye vadyi Nehunde makambani kuitika pamisika wemari. Ndivo mumwe chikuru zvikamu zviri zvemari ezvinhu kumusika upfumi ano. Uchibatsirwa kwavo, pane nekuunganidza pakati paruzhinji mari uye reorientation guru iri zvaida akananga munyika upfumi. Panguva iyoyowo wemari misika kuronga zvakananga pamwe investor guru uye vadyi wemari kambani. Pane kwemasvomhu pfungwa matanho njodzi kuitira kuti muitiro bhizimisi zvichienderana zvido depositor rinonzi Beta coefficient. paakati ino inoratidza mukana ngozi kana kushaya waro mupiro mari iyi kana kuti kambani. Saka Beta reshiyo inopa vanoita mashoko inoratidzwa Statistical Data kuti imwe nguva kuvapo kwemajoini wemari kambani iri kuchengetedzeka pamusika uye nhamba yacho mutengo kuti nokufamba kumusika. chakarurama ichi anokwanisa kuudza investor nezvomukana kuwedzera kukosha kuchengetedzeka Portfolio panguva mukuru ikure pamusika wemari, kana kuderera pamwe yose kuwa. Kunoitawo kuti kuona zvakakodzera nengaidzo pakati pangozi uye mari kuchengetedzeka.

How kuverenga Beta coefficient?

Kuti usarudze indekisi ichi uchishandisa kwemasvomhu nzira covariance, i.e. nzira pakuverenga kukosha kuratidza kuvimba kuti chero tsika mbiri. Nokudaro, Beta reshiyo ndiyo musika Portfolio nedoro, runoratidzwa kusanganiswa chimiro, magetsi chinoratidza misika nokufamba kwenguva imwe nguva asati. Ndiko, kana zvachose musika kukura 10% uye indekisi yacho Beta coefficient pakati 0.5 chikwata kukosha pakati kuchengetedzeka Portfolio wekambani pachamera ne 5 chete%. covariance-akapararira payakavakirwa rinoshandiswa kuti kukarukureta pamusoro indekisi coefficient Beta maererano   zvakatemwa kubudikidza zvinotevera nzira:

βa = Cov (ra, RP) / hadde (RP), apo:

• Ra - mutengo nokududza basa chinhu;
• RP - the kuchengetedzeka pamusika;
• Cov - covariance tsika;
• Hadde - yokupararira kuchengetedzeka pamusika.