diversifiable การใช้

• The capital asset pricing model introduced the concepts of diversifiable and non-diversifiable risk.
• The capital asset pricing model introduced the concepts of diversifiable and non-diversifiable risk.
• Synonyms for non-diversifiable risk are systematic risk, beta risk and market risk.
• Synonyms for diversifiable risk are idiosyncratic risk, unsystematic risk, and security-specific risk.
• The second risk is called  diversifiable,  because it can be reduced by diversifying among stocks.
• The first risk is called  non-diversifiable,  because it exists however many S & P 500 stocks are bought.
• A rational investor should not take on any diversifiable risk, as only non-diversifiable risks are rewarded within the scope of this model.
• A rational investor should not take on any diversifiable risk, as only non-diversifiable risks are rewarded within the scope of this model.
• Moreover, they are not diversifiable and cannot be laid off, meaning that, as long as people, systems and processes remain imperfect, operational risk cannot be fully eliminated.
• Since beta reflects asset-specific sensitivity to non-diversifiable, i . e . market risk, the market as a whole, by definition, has a beta of one.
• A fund manager typically attempts to reduce volatility by either diversifying or hedging positions across individual regions, industries, sectors and market capitalization bands and hedging against un-diversifiable risk such as market risk.