Advertising

Alpha equation

• The alpha of a fund is determined as follows: [ (sum of y) -((b)(sum of x)) ] / n where: n =number of observations (36 months) b = beta of the fund x = rate of return for the S&P 500 y = rate of return for the fund

 
 Embedded terms in definition
 Alpha
Beta
N
Rate of return
Return
S&p 500
S&p
X
 
 Related Terms
 Accounting equation
Alpha
Beta equation mutual funds
Beta equation stocks
Regression equation

<< Alpha Alternative investments >>

Practical Advice for Everyone on How to Save and Manage Money: No matter how old or young you are, there are some basic things you can do to better manage and protect your money. Here are recommendations from FDIC Consumer News. More...

History is the version of past events that people have decided to agree upon. - Napoleon Bonaparte (1769-1821)

Advertising



Copyright 2009-2017 GVC. All rights reserved.