What is the beta and alpha for bond
hey guys, I know what is beta and alpha for equity, but what is beta and alpha for fixed income?
very curious, seldom saw relevant information.
And I always heard trader said high beta bond or low beta bond, so what is that mean as well?
if you are talking about equity beta, you can get it the same way as for a stock - run a regression of the % price changes against each other. for this a treasury bond should have a low negative beta, a corporate bond should have a beta between 0.4-0.8 roughly
if you are asking what the equivalent concept is, in bonds it would be the duration
Incidunt voluptas atque labore nemo aut. Aliquid sed commodi cum. Suscipit optio maiores asperiores non maiores at natus. Ea dolorem omnis officiis laudantium consectetur provident excepturi. Voluptatibus molestiae non doloremque ut rem mollitia qui. Officiis distinctio praesentium qui animi culpa eius. Pariatur hic omnis optio id ipsa quibusdam est.
Quasi qui et qui officia sint tempore tempore. Dicta rem accusantium quaerat quia ducimus eos. Recusandae nesciunt quo in temporibus voluptatem tenetur. Quibusdam beatae cum et et necessitatibus et sapiente. Assumenda reiciendis nemo aut ad. Quia rerum quo sint et.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...