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jkjsdsdsdsere · 2022年03月21日

麻烦老师解释一下, market-capitalization,这点是怎么体现的呢,谢谢~

NO.PZ2015123001000002

问题如下:

An analyst wants to account for financial distress and market-capitalization as well as market risk in his cost of equity estimate for a particulartraded company. Which of the following models is most appropriate for achieving that objective?

选项:

A.

The capital asset pricing model (CAPM).

B.

The Fama French model.

C.

A macroeconomic factor model.

解释:

B is correct.

The Fama French model incorporates market, size, and value risk factors. One possible interpretation of the value risk factor is that it relates to financial distress.

麻烦老师解释一下, market-capitalization,这点是怎么体现的呢,谢谢~

1 个答案

王园圆_品职助教 · 2022年03月21日

嗨,从没放弃的小努力你好:


同学你好,所谓的market capitalization就是市值,也就是公司规模的大小,请看以下讲义截图。其中黄色画线的size那个factor就是考量了公司市值大小对公司回报率的影响。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!