139****6011
2025-02-25 21:33請(qǐng)問(wèn)兩個(gè)股票的beta不同怎么理解？一個(gè)市場(chǎng)的系統(tǒng)性風(fēng)險(xiǎn)不應(yīng)該一樣嗎？
所屬：CFA Level II > Alternative Investments 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
2個(gè)回答
愛(ài)吃草莓的葡萄助教
2025-02-27 09:25
該回答已被題主采納
同學(xué)你好。Beta 值是衡量股票收益相對(duì)于市場(chǎng)整體收益波動(dòng)性的指標(biāo)，反映了股票與市場(chǎng)之間的聯(lián)動(dòng)性。兩個(gè)股票的 Beta 值不同，反映了它們對(duì)市場(chǎng)系統(tǒng)性風(fēng)險(xiǎn)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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