Author:
Evaluation:
Published: 20.08.2005.
Language: Latvian
Level: College/University
Literature: n/a
References: Not used
  • Summaries, Notes 'Alfa, beta koeficienti un CAPM (Capital Asset Pricing Model) modelis', 1.
  • Summaries, Notes 'Alfa, beta koeficienti un CAPM (Capital Asset Pricing Model) modelis', 2.
  • Summaries, Notes 'Alfa, beta koeficienti un CAPM (Capital Asset Pricing Model) modelis', 3.
  • Summaries, Notes 'Alfa, beta koeficienti un CAPM (Capital Asset Pricing Model) modelis', 4.
  • Summaries, Notes 'Alfa, beta koeficienti un CAPM (Capital Asset Pricing Model) modelis', 5.
  • Summaries, Notes 'Alfa, beta koeficienti un CAPM (Capital Asset Pricing Model) modelis', 6.
  • Summaries, Notes 'Alfa, beta koeficienti un CAPM (Capital Asset Pricing Model) modelis', 7.
  • Summaries, Notes 'Alfa, beta koeficienti un CAPM (Capital Asset Pricing Model) modelis', 8.
  • Summaries, Notes 'Alfa, beta koeficienti un CAPM (Capital Asset Pricing Model) modelis', 9.
  • Summaries, Notes 'Alfa, beta koeficienti un CAPM (Capital Asset Pricing Model) modelis', 10.
  • Summaries, Notes 'Alfa, beta koeficienti un CAPM (Capital Asset Pricing Model) modelis', 11.
  • Summaries, Notes 'Alfa, beta koeficienti un CAPM (Capital Asset Pricing Model) modelis', 12.
Extract

Secinājumi:
Papildinot grafiku ar Trend Line (lineārā aproksimācija) izveidoto funkciju, ir redzams, ka CAPM modeļa koeficienti alfa
un beta ir intercept(X;Y) un slope(X;Y) funkciju vērtības. Tādējādi CAPM modeli var uzrakstīt šādā veidā:

Izmantojot CAPM modeli var prognozēt akcijas ienesīgumu atkarībā no prognozējamā tirgus ienesīguma.

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Author's comment
Atlants