Beta coefficient - wani nuna alama cewa ƙaddara hadarin da kasuwar jari

A zamani tsarin tattalin arziki, ulla wannan yanayi na zama na manyan hukumomi, kamfanoni da ma jihar-manyan kamfanoni ta hanyar halittar hadin gwiwa-stock kamfanonin, ya riga ya zama saba wa wani mutum. Hakika, a cikin kasar da su zuba jari a Securities ba shi da wannan matakin na shahararsa a tsakanin yawan jama'a, kamar yadda a cikin sauran m duniya tare da ɓullo da kasuwar tsarin tattalin arziki a tsakaninsu. Duk da haka, kwanan nan trends bayar da shawarar duk da mafi sauki reorientation na ajiyar na ajiya a banki ga mafi hadaddun zuba jari tsarin. Wannan bi da bi ne mai kyau sigina na Rasha al'umma, wanda ya nuna a hankali a hankali ne kimantawa na kasar mu zuwa yamma misali na rayayyu da fifiko dabi'u. Hakika, bari Allah ya yi da kawai da tattalin arziki gefe na zamani m duniya, ba tare da ta m gefe.

beta rabo

Aiwatar da dangankata tsakanin masu babban birnin kasar da kuma hadin-stock kamfanoni ke faruwa a cikin stock kasuwanni. Su ne daya daga cikin babban sako na kudi tsarin da wani zamani kasuwar tattalin arzikin. Tare da su taimako, akwai wani janyo ra'ayoyin jama'a da dukiyar jama'a, da kuma reorientation na babban birnin kasar, a da ake buƙata shugabanci na tattalin arzikin duniya. A lokaci guda stock kasuwanni shirya kai tsaye hadin gwiwa babban birnin kasar zuba jari da kuma kamfanin. Akwai ilmin lissafi manufar hadarin matakan tabbatar da cewa aiwatar da zuba jari a cikin daidai da buri na depositor kira beta coefficient. Wannan nuna alama nuna yiwuwar hadarin ko rasa daga gare tare da taimako na kudi a cikin wannan, ko da kamfanin. Saboda haka, beta rabo samar da masu zuba jari da bayanai da aka bayyana a ilimin kididdiga data ga wani lokaci da zama na hadin gwiwa stock kamfanin a Securities kasuwar da rabo daga kudin da hawa da sauka daga kasuwa. Wannan nuna alama ne iya sanar da saka jari game da yiwuwar kara darajar da Securities fayil a general girma da kasuwar jari, ko rage shi da jimlar fall. Yana ba ka damar sanin da ya dace daidaituwa tsakanin hadarin da kuma samun kudin shiga Securities.

Yadda yin lissafi da beta coefficient?

Don sanin wannan index yin amfani da ilmin lissafi da hanyoyin covariance, Ina nufin hanyoyin da kirga darajar nuna da dogaro na biyu bazuwar dabi'u. Saboda haka, beta rabo ne kasuwar fayil dogara, bayyana, a lamba form, yanzu nuna alama na kasuwar hawa da sauka ga wani lokaci kafin. Wannan shi ne, a lokacin da jimlar kasuwar ci gaban da 10% da kuma index na beta coefficient 0.5 naúrar darajar da Securities fayil na kamfanin zai girma da kawai 5%. covariance-watsawa dabara da ake amfani da lissafi na index coefficient beta bisa ga   wanda aka ƙaddara ta da wadannan Hanyar:

βa = Cov (ra, Rp) / var (Rp), inda:

• ra - da darajar fassara da aiki factor.
• Rp - da Securities kasuwar;
• Cov - covariance dabi'u;
• Var - watsawa na Securities kasuwar.