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Single index model

• Related: market model

• A model of stock returns that decomposes influences on returns into a systematic factor, as measured by the return on the broad market index, and firm specific factors.

 
 

Follow this link for all the terms related to model.

 
 Embedded terms in definition
 Factor
Firm
Index
Market model
Market
Return
Stock
Systematic
 
 Related Terms
 

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