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Finance Application: Portfolio Analysis with a Market Index as a Leading Indicator in Simple Linear Regression

  • Cynthia Fraser
Chapter

Abstract

Simple linear regression of stock rates of return with a Market index provides an estimate of beta, a measure of risk, which is central to finance investment theory.

Keywords

Stock Price Efficient Frontier Market Index Market Rate Individual Stock 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Copyright information

© Springer Science+Business Media, LLC 2012

Authors and Affiliations

  1. 1.University of VirginiaCharlottesvilleUSA

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