Single-Index Model
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Single-index model

A model of stock returns that decomposes influences on returns into a systematic factor, as measured by the return on the broad market index, and firm specific factors. Related: Market Model

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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Index Model Market Model			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			Sin derechos de suscripcion Sin deudas Sin dividendo Sin fines de lucro Sin fondos Sin Tax Sin valor Sin warrants Sindicato Sindicato de subscricao Sindico de la quiebra Sine Die Sine Wave Sinergia Sinful Stock Singapore Exchange Singapore Interbank Offered Rate Singapore International Monetary Exchange Singapore Ministerial Declaration Singaporean Dollar Single single agency Single Annuitant Single Currency Peg Single European Act Single Index Model Single Life Annuity single load corridor Single Option single pay loan Single Premium Single Premium Deferred Annuity Single State Municipal Bond Fund Single Stock Future single-asset entity Single-Buyer Policy Single-Country Fund Single-Factor Model single-family housing Single-Index Model Single-Lender Web Site Single-Payment Bond Single-Premium Deferred Annuity Single-Premium Life Insurance single-purpose entity single-room occupancy Single-State Municipal Bond Fund sinker sinking fund Sinking Fund Bond Sinking Fund Call			Single Idea Bullet Single Image Random Dot Stereogram Single Image Random Text Stereograms Single Image Software Single Image Stereogram Single Image Stereogram Single in Vitro Production Single In-Line Single In-Line Memory Module Single In-Line Memory Module Single in-line package Single Incision Laparoscopic Cholecystectomy Single Incision Laparoscopic Surgery Single Income Couple with Kids Single Income No Bird And Delighted :-) Single Income No Bloke Absolutely Desperate :-) Single Income No Bloke And Delighted :-) Single Income No Bloke And Desperate :-) Single Income No Kids Single Income No Sex Single Income Two Children Obsolete Marriage :-) Single Income Two Children Oppressive Mortgage Single Income Two Kids Outrageous Mortgage Single Income, No Boyfriend Absolutely Desperate :-) Single Income, Two Children, Outrageous Mortgage Single Incubation Multilayer Immune Technique Single Index Model Single Individual Single Individual Single Individual Single Individual Single Individuals Single Individuals Single Individuals Single Individuals Single Information Environment Single inheritance Single Inlet Single Width Single Inline Memory Module Single Inline Memory Module Single Inline Memory Module Single Inline Module Single Inline Package Single Inline Pin Package Single Inline Pin Package Single Input Change Single Input Queue Single Input, Multiple Output Single Input, Single Output Single Instance Store Single Instant Game Single Instruction Multiple Data Single Instruction Multiple Data Single Instruction on Groups of Data Single Instruction Single Data Single Instruction-Stream, Multiple Data-Stream Single Instruction/Multiple Data

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Single-Index Model (redirected from Single Index Model)

Single-Index Model
(redirected from Single Index Model)