139****6011
2025-02-25 21:33請問兩個股票的beta不同怎么理解？一個市場的系統(tǒng)性風險不應該一樣嗎？
所屬：CFA Level II > Alternative Investments 視頻位置 相關試題
來源： 視頻位置 相關試題
2個回答
愛吃草莓的葡萄助教
2025-02-27 09:25
該回答已被題主采納
同學你好。Beta 值是衡量股票收益相對于市場整體收益波動性的指標，反映了股票與市場之間的聯(lián)動性。兩個股票的 Beta 值不同，反映了它們對市場系統(tǒng)性風險的敏感度不同。
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180****8696
2025-02-27 11:01該回答已被題主采納
When two stocks have different betas, it means that they are exposed to market risk in different ways. Beta measures a stock's sensitivity to overall market movements, with a higher beta indicating that the stock is more volatile than the market and a lower beta indicating less volatility. Even though both stocks are part of the same market, they can have different betas because they may be influenced by different factors such as the industry they belong to, their financial stability, or how closely their performance tracks with the broader market. Therefore, even if both stocks are exposed to the same market risks, their individual responses to those risks can vary, leading to different beta values. This reflects the idea that each stock's exposure to systematic risk (market risk) is not necessarily identical, even within the same overall market.
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