The capital asset pricing model (CAPM) helps investors understand the returns they can expect given the level of risk they assume. The CAPM was conceived in the early 1960s by William Sharpe ...

资本资产定价模型（Capital Asset Pricing Model，简称 CAPM）是现代金融学中用于描述资产预期收益率与风险之间关系的重要模型。它由威廉·夏普（William Sharpe）等人在 20 世纪 60 年代提出。 资本资产定价模型的核心公式为：E(Ri) = Rf + βi × (E(Rm) - Rf) 。其中，E(Ri ...

Many investors use the capital asset pricing model (CAPM) as a way to estimate the potential return of a stock or other asset within the context of its intrinsic risk. Used primarily to analyze ...

Highlights,The Jensen Index measures investment performance using the Capital Asset Pricing Model (CAPM).,It evaluates whether a portfolio manager outperformed a benchmark market index.,The index ...