Stock portfolio risk decomposition into systematic risk and specific risk
A financial modeling tutorial on finding systematic risk and specific risk by decomposing risk on a stock portfolio as done in financial risk management software with other terms unsystematic risk, diversifiable risk, non-diversifiable risk, idiosyncratic risk and residual risk often used.
For the full video transcript and key Excel formulas see:
https://factorpad.com/fin/quant-101/p...
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00:37 - Video Outline
01:04 - Step 1 - Create an Active Portfolio
03:52 - Step 2 - Pull Forward Returns
04:46 - Step 3 - Create a Scatter Plot
06:36 - Step 4 - Analyze the Return and Risk Decomposition
15:44 - Summary
16:14 - Step 5 - Next: Excel's Data Analysis Regression
For the Outline to the Quant 101 series see:
https://factorpad.com/fin/quant-101/q...
See other portfolio and statistics related content here:
https://factorpad.com
Happy Learning!
Watch video Stock portfolio risk decomposition into systematic risk and specific risk online, duration hours minute second in high quality that is uploaded to the channel FactorPad 12 June 2018. Share the link to the video on social media so that your subscribers and friends will also watch this video. This video clip has been viewed 6,353 times and liked it 49 visitors.
