Hello guys, Welcome to Africa's Largest Video Search Engine, and you are watching Beta, the risk-free rate, and CAPM. Calculate the expected return of a security on Excel.. and this video is uploaded by David Johnk at 2020-06-19T19:30:48-07:00. We are just promoting this video only for entertainment and educational purpose only. I hop you like our Video Search Engine. [rPY2wGyOtGM]
| Name | Beta, the risk-free rate, and CAPM. Calculate the expected return of a security on Excel. |
| Video Uploader | Video From David Johnk |
| Upload Date | This Video Uploaded At 20-06-2020 02:30:48 |
| Video Discription | https://www.buymeacoffee.com/DrDavidJohnk Use Excel, Yahoo Finance, and 90 Day T-bill data from the US Federal Reserve to calculate the expected return of a security. Here's the link to the file used in this video: https://bit.ly/3fAJ8uS Notes: 1) I used 365 days when calculating annual returns since there were only 252 observations/year 252 would be better. 2) I don't use returns in excess of the risk-free rate when calculating the Beta (my method is still very close). If you want to be more accurate here's a good video: https://youtu.be/j65sNTANYVk 3) Here's a video where I just calculate Beta: https://www.youtube.com/watch?v=fv0_3wnw6h8&t=4s [rPY2wGyOtGM] |
| Category | Education |
| Tags | Excel | Finance | Beta | CAPM | Capital Asset Pricing Model | Risk-free Rate | 90 day T-bill | Expected Return |
