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| Topic: |
Business
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| Number of pages / Number of words: |
3 / 830 |
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CAPM - As far as the comparison between choosing the excess returns on the S&P 500 against the CAPM model from Ken French’s data, we see very little variation in beta calculations. However, when we compare the S&P 500 against the CAPM in monthly frequencies, we begin to see an effect as we move towards shorter time spans...
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For instance, we can see a larger variation in the monthly one year betas than the monthly three or five years.
Replicating Yahoo Finance and Reuters
Since both Yahoo Finance and Reuters publicly state how they calculate their betas, we can easily match their values with ours. They both perform a regression analysis on the excess returns of the S&P 500 against the company’s stock return...
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