adjusted beta

adjusted beta
фин. скорректированный бета-коэффициент (оценка будущей величины бета-коэффициента для данной ценной бумаги, получаемая на основе исторических данных и модифицируемая в соответствии с предположением, что истинная величина бета-коэффициента с течением времени приближается к среднему рыночному значению 1,0)
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скорректированный бета-коэффициент

Англо-русский экономический словарь.

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Смотреть что такое "adjusted beta" в других словарях:

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  • Leveraged beta — The beta of a leveraged required return; that is, the beta as adjusted for the degree of leverage in the firm s capital structure. The New York Times Financial Glossary …   Financial and business terms

  • leveraged beta — The beta of a leveraged required return; that is, the beta as adjusted for the degree of leverage in the firm s capital structure. Bloomberg Financial Dictionary …   Financial and business terms

  • Risk-Adjusted Return — A concept that refines an investment s return by measuring how much risk is involved in producing that return, which is generally expressed as a number or rating. Risk adjusted returns are applied to individual securities and investment funds and …   Investment dictionary

  • Скорректированный «бета»-коэффициент — (ADJUSTED BETA) оценка будущей величины «бета» коэффициента для данной ценной бумаги, получаемая на основе отчетных данных и модифицируемая в соответствии с предположением, что истинная величина «бета» коэффициента с течением времени приближается …   Финансовый глоссарий

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