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OoO · 2018年11月14日

PZ2015121810000053 Q3

请问Statement #1的proxy portfolio是什么意思?谁和谁比较?

Statement #1

“I estimated the Palladio proxy portfolio’s beta over several different time periods, and this portfolio beta has always been stable, with the high and low estimates within 5 percent of each other. However, Palladio’s estimated beta will be more volatile over time than that of the proxy portfolio.”


1 个答案

Shimin_CPA税法主讲、CFA教研 · 2018年11月14日

proxy portfolio :“data from 20 publicly traded peer companies with business lines similar to Palladio’s”,20家可比公司的数据,比如说取这些公司收益率的平均值。

与 Palladio Corp.相比。

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