Index Model

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Index model

A model of stock returns using a market index such as the S&P 500 to represent common or systematic risk factors.

Single-Index Model

The relationship between a security's performance and the performance of a portfolio containing it. The market model states that the security's performance is related to its portfolio's performance, according to its beta. It is calculated as follows:

Return on security = alpha + beta * return on portfolio + residual return

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Market Model Single-Index Model			The PMI risk index model has been updated this year with the inclusion of the recent price volatility in the market. Top 15 U.s. Cities with Likely Home Price Reductions by Real Estate Advisor / Real estate industry community However, the Fire Severity Index model predicts the severity, or exceptionality of a fire should it occur. Prevention work call on wild fires hazard by The Journal (Newcastle, England) Market indices To evaluate the performance of the bond funds that compose our sample we consider both models used in Silva, Cortez and Armada (2003a): a single index model and a 3-index model. The persistence of European bond fund performance: does conditioning ... by Silva, Florinda; Cortez, Maria Ceu; Armada, Manuel Rocha / International Journal of Business			Indenture indenture deed indenture qualification statement Independent 401(k) Independent Agent independent appraisal Independent Audit Independent Auditor Independent Broker independent contractor Independent European Program Group Independent Investments Independent Project Independent Variable index Index Amortizing Note Index Amortizing Swap Index and Option Market Index Arbitrage Index Arbitrage Tick Test Index Fund Index Futures index lease index loan Index method Index Model Index Number Index of Industrial Production Index of Leading Economic Indicators Index Option index rate Index Swap Index Warrant Index-Based Offer Indexed Annuity Indexed ARMs Indexed Bond Indexed Currency Option Note Indexed Loan Indexed rate Indexed Stock Option Indexed Stock Options indexing Indexing Plus India Government Mint Indian Rupee Indicador de risco de credito Indicador del riesgo de credito Indicate Indicated Dividend indicated value			Index librorum Index Librorum Prohibitorum Index Librorum Prohibitorum index line Index Linked Account Index Linked Annuities Index Linked Annuity Index Linked Certificate index liquid Index List Index List Maintenance index loan Index Management Service index map index mark index marker Index medicus Index medicus Index medicus Index medicus Index medicus Index medicus Index Medicus for South-East Asia Region Index Medicus for the Eastern Mediterranean Region Index Medicus Latino-Americano Index Meducus Index method Index mineral Index mineral index mirror Index Model index modification work area index myopia index myopia index myopia Index Nesting Beach Survey Index New Zealand Index Nominum Genericorum index number index number index number Index numbers Index of a logarithm Index of a subgroup index of absorption Index of Administrative Publications Index of American Design index of aridity Index of Biocultural Diversity Index of Biotic Integrity index of blood volume index of blood volume index of blood volume index of blood volume index of blood volume Index of Body Plumage Wear Index of California Plant Names Index of Captured Ecosystem Value Index of Certified Nurse Assistants Attitudes, Knowledge and Beliefs Index of Christian Art Occasional Papers Index of coincidence

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