How to measure expected stock risk and portfolio risk contribution | Financial Modeling Tutorials
A financial modeling tutorial on measuring portfolio risk contribution using the CAPM formula and the decomposition of risk into systematic risk and specific risk as found in portfolio management software and risk applications.
For the video transcript with key Excel formulas see:
https://factorpad.com/fin/quant-101/r...
Zoom straight to the section you are interested in here:
00:39 - Video Outline
01:09 - Step 1 - Revisit the Expected Return Regression
04:09 - Step 2 - Decompose Expected Risk for a Stock
13:56 - Step 3 - Create a 4-Stock Portfolio
15:23 - Step 4 - Calculate a Stock's Risk Contribution
17:23 - Summary
18:38 - Step 5 - Portfolio Return and Risk Decomposition
For the Outline to the Quant 101 Playlist see:
https://factorpad.com/fin/quant-101/q...
Help us help you. See what else there is to learn at:
https://factorpad.com
Happy Learning!
Watch video How to measure expected stock risk and portfolio risk contribution | Financial Modeling Tutorials online, duration hours minute second in high quality that is uploaded to the channel FactorPad 10 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 3,387 times and liked it 48 visitors.
