- Security characteristic line
- A plot of the excess return on a security over the risk-free rate as a function of the excess return on the market. The New York Times Financial Glossary
Financial and business terms. 2012.
Security characteristic line
Look at other dictionaries:
security characteristic line — A plot on a graph of the excess return ( excess returns) on a security over the risk free rate as a function of the excess return ( excess returns) on the market. The slope of this line is the security s beta. Bloomberg Financial Dictionary … Financial and business terms
Characteristic Line — A line formed using regression analysis that summarizes a particular security or portfolio s systematic risk and rate of return. The rate of return is dependent on the standard deviation of the asset s returns and the slope of the characteristic… … Investment dictionary
Security Market Line - SML — A line that graphs the systematic, or market, risk versus return of the whole market at a certain time and shows all risky marketable securities. Also refered to as the characteristic line . The SML essentially graphs the results from the capital … Investment dictionary
characteristic line — The market model applied to a single security; a regression of security returns on the benchmark return. The slope of the regression line is a security s beta. Bloomberg Financial Dictionary … Financial and business terms
Characteristic line — The market model applied to a single security. The slope of the line is a security s beta. The New York Times Financial Glossary … Financial and business terms
SOCIAL SECURITY AND WELFARE — SOCIAL POLICY In the first three decades of statehood through the end of the 1970s Israel acquired the basic features of a modern welfare state. This meant that Israel succeeded in developing a broad network of social services that included… … Encyclopedia of Judaism
United Nations Security Council Resolution 452 — was on the issue of the Israeli settlements in the Palestinian territories of East Jerusalem, the West Bank, Gaza Strip and the Golan Heights, specifically the illegality thereof. Not being based on Chapter VII of the U.N charter, the resolution… … Wikipedia
United Nations Security Council Resolution 465 — was on the issue of the Israeli settlements and administration in the Arab territories occupied since 1967, including Jerusalem . This refers to the Palestinian territories of the West Bank including East Jerusalem, Gaza Strip and the Golan… … Wikipedia
Modern portfolio theory — Portfolio analysis redirects here. For theorems about the mean variance efficient frontier, see Mutual fund separation theorem. For non mean variance portfolio analysis, see Marginal conditional stochastic dominance. Modern portfolio theory (MPT) … Wikipedia
Market portfolio — is a portfolio consisting of a weighted sum of every asset in the market, with weights in the proportions that they exist in the market, with the necessary assumption that these assets are infinitely divisible.[1] Richard Roll s critique… … Wikipedia
