BETA COEFFICIENT IN THE CALCULATION OF MARKET RISKS

Аннотация

In the context of globalization and internationalization of world markets, the openness of the national economy, the growing transformation of the digital economy make the issue of financial risk management in real sector enterprises an actual. Market risk is the risk that directly affects the value of equity instruments. The beta coefficient is one of the key indicator in calculating market risk. The importance of calculating the beta ratio is that it gives a clear idea of how to get an average stable return and minimize the risk of investing in a particular financial instrument.