Beta: How Much a Stock Moves With the Market
Alpha: Return Beyond What the Market Explains
CAPM: Splitting Return into Market Risk and Skill
Multi-Factor Models: Beyond a Single Beta
Fama-French Multi-Factor Model
Treynor Ratio: Return Per Unit of Market Risk

← Alpha: Return Beyond What the Market Explains Multi-Factor Models: Beyond a Single Beta →

// factors·18 min

CAPM: Splitting Return into Market Risk and Skill

← Alpha: Return Beyond What the Market Explains Multi-Factor Models: Beyond a Single Beta →