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@rr_rinda: #pemutihbadan #beautytalk

Rinda 26💕
Rinda 26💕
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Region: ID
Wednesday 19 August 2026 03:14:40 GMT
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promodiskon21
racunmuuu :
murce
2026-08-19 04:18:13
0
aatinaamalia0
♡ :
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2026-08-19 05:16:09
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princessnindia
princess𓍢ִ໋❀˚⋆ :
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2026-08-19 04:12:47
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matchalove_idn
matchalove_id :
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2026-08-19 03:25:12
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2026-08-19 03:41:01
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2026-08-19 09:01:29
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Gemintang✨𐙚 :
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2026-08-19 05:47:52
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AnaHandayani :
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LynStore🖇️🛍️ :
Mauu
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SheRLyy🌻 :
Mauuu
2026-08-19 04:28:29
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putri.wangi26
Putri.Wangi :
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2026-08-19 10:58:47
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atikaoy
akunyakamu ᥫ᭡ :
wiii mauuk😍
2026-08-19 03:19:38
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alwiyahkamal🖤 :
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Sibontot :
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yatz_spill :
pake ini seminggu udah cerahan😍
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Murcee
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Mayang~♡ :
mau cobaa
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Wow bagus ni
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Anjlok poll ini
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itsmefheyy🌸🦩💕 :
mau pake ah
2026-08-19 03:42:59
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Murce
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#المدينه_البعيدة #حبي_البحر_الأسود #في_السابعة_عشر #اسطمبول_راسا_على_عقب #حياة_الاخرين
➡️ Quant Finance from scratch part 15: the CAPM (Capital asset pricing model) There is a lot of discussion in science ongoing whether it is still a good estimate for expected returns or too simple with just 1 factor (market). Still its crucial to understand the concept itsself. Step 1, a simulated market with assumed numbers, not forecasts: a risk-free asset pays 3 % a year, and the market pays 5 % more on average, with swings of 15.9 % a year. Step 2, eight stocks with betas from 0 to 1.4. Each also has swings of its own, unrelated to the market. Step 3, two of them: one with beta 0.4 and big swings of its own (20 %), one with beta 1.2 and small ones (9 %). Both swing about 21 % a year in total, yet they earned 5.3 % and 9.3 % on average. Step 4, mixing: a mix of 100 stocks like the first still earns 5.1 % but swings only 6.7 %. As in Part 11, a stock's own swings average out in a mix, while the market's swing stays. Beta measures the assets sensitivity to the market movements. Step 5, the line: the eight average returns lie on a straight line against beta, 3.1 % + 5.1 % for every step of 1 in beta. That is the CAPM equation, which gives the expected return of any single stock from its beta: expected return = risk-free rate + beta x (market's expected return - risk-free rate). For beta 1.2 it gives 3 % + 1.2 x 5 % = 9 %, close to the 9.3 % measured. Sharpe shared the 1990 Nobel Memorial Prize in Economic Sciences with Harry Markowitz and Merton Miller, his part for the theory of how assets are priced, the CAPM. The committee notes that several researchers developed it independently in the mid 1960s and names his essay
➡️ Quant Finance from scratch part 15: the CAPM (Capital asset pricing model) There is a lot of discussion in science ongoing whether it is still a good estimate for expected returns or too simple with just 1 factor (market). Still its crucial to understand the concept itsself. Step 1, a simulated market with assumed numbers, not forecasts: a risk-free asset pays 3 % a year, and the market pays 5 % more on average, with swings of 15.9 % a year. Step 2, eight stocks with betas from 0 to 1.4. Each also has swings of its own, unrelated to the market. Step 3, two of them: one with beta 0.4 and big swings of its own (20 %), one with beta 1.2 and small ones (9 %). Both swing about 21 % a year in total, yet they earned 5.3 % and 9.3 % on average. Step 4, mixing: a mix of 100 stocks like the first still earns 5.1 % but swings only 6.7 %. As in Part 11, a stock's own swings average out in a mix, while the market's swing stays. Beta measures the assets sensitivity to the market movements. Step 5, the line: the eight average returns lie on a straight line against beta, 3.1 % + 5.1 % for every step of 1 in beta. That is the CAPM equation, which gives the expected return of any single stock from its beta: expected return = risk-free rate + beta x (market's expected return - risk-free rate). For beta 1.2 it gives 3 % + 1.2 x 5 % = 9 %, close to the 9.3 % measured. Sharpe shared the 1990 Nobel Memorial Prize in Economic Sciences with Harry Markowitz and Merton Miller, his part for the theory of how assets are priced, the CAPM. The committee notes that several researchers developed it independently in the mid 1960s and names his essay "Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk" (Journal of Finance, 1964) as his pioneering achievement. This video is for education only, and nothing in it is financial advice. #quantfinance #capm #beta #finance #python
Can’t link anything because I’m age restricted for no reason tiktok I’m 21!!!! I hope yall enjoyed this was like Christmas
Can’t link anything because I’m age restricted for no reason tiktok I’m 21!!!! I hope yall enjoyed this was like Christmas
#Музыка2026 #хит #❤️ #лирика #любовь #Музыка
#Музыка2026 #хит #❤️ #лирика #любовь #Музыка

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