Articles tagged “CAPM”
2 articles.
- Beta in mutual funds
Beta measures a mutual fund's sensitivity to movements in its benchmark index. A beta of 1.0 means the fund moves in line with the benchmark; above 1.0 …
- Alpha (Jensen's alpha) in mutual funds
Jensen's alpha measures the excess return a mutual fund generates over the return predicted by the Capital Asset Pricing Model (CAPM), adjusting for systematic …