Capital Asset Pricing Model
Copyright policy )Capital Asset Pricing Model
Model za utvrđivanje vrijednosti kapitala je jedan od najpoznatijih modela koji se koristi prilikom donošenja investicijskih odluka u koje dionice treba ulagati. On se temelji na postavkama moderne portfolio teorije, dakle na kategorijama tzv. očekivane stope prihoda i rizika, te omogućuje ulagačima da na jednostavniji način utvrde optimalne portfelje, dakle one skupove vrijednosnih papira koji na određenom stupnju rizika donose maksimalnu stopu prihoda. Da bi se to omogućilo CAPM-model uvodi mjeru za sistemski rizik ili tzv. beta faktor. Međutim, kako najnovija istraživanja pokazuju beta-faktor je u biti slab pokazatelj rizika ulaganja u jedan vrijednosni papir jer je empirijskim istraživanjima utvrđeno da je stupanj međuzavisnosti između stopa prihoda dionica i njihovih beta-faktora veoma nizak.
shares, financial market, securities, yield, investment risk
shares, financial market, securities, yield, investment risk
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