Alpha Equation |
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Prof. Dr. Sinsi
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Alpha Equation* 1 Regression usually run over 36-60 months of data: Return- Treasury bill = alpha + beta ( S&ampampP 500 - Treasury bill) + error The alpha is the intercept Note that the benchmark does not necessarily have to be the S&ampampP 500 A mutual fund specializing in international investment might be benchmarked to a broader world market index, such as the MSCI World Index English Related Words* absolute equation * adiabatic equation * adjoint equation * age equation * algebraic equation * allometry equation * alpha * alpha and omega * alpha axp 21164 * alpha bearing waste * alpha beta brass * alpha blending * alpha blocker * alpha brass * alpha bronze |
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