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Definition and Adjustment of the Basic Beta Coefficient
A beta coefficient represents the covariance between the Global CPRI and the regional CPRI divided by the variance of the Global CPRI.
For the Treynor ratio, which looks solely at a mutual fund's systematic risk component, quantification of uncertainty is achieved by calculating a fund's beta coefficient, which is simply the covariance of the return of the portfolio relative to the market divided by the covariance of the market's returns with itself.
This study emphasizes the possibility of using beta coefficient in terms of risk level quantification in cases of the start-up company projects as well as projects that present new business activity for the investor.
The moderated regression model yielded the beta coefficients for exam (b = -.
The beta coefficients refer to the value of capacity in millions of dollars per megawatt.
3) In the second stage, the beta coefficients are inserted into Equation (1) along with the estimated market risk-premium to obtain the cost of capital estimate for each firm.
Table 1 Beta Coefficients and t-Values Among Predictor and Outcome Variables Performance Beta Coefficient t-Value Performance Cue Athlete Ability .
The units of the beta coefficients are in units of test score per microgram per deciliter of blood lead.
However, the standardized beta coefficient for growth-fostering relationships was positive while the other variables' beta coefficients were negative.