Hodnota metriky Beta společnosti Absolute Equity Performance Fund Limited je -0.08
BETA koeficient vyjadřuje, zda je akcie více či méně volatilní než trh jako celek. Beta menší než 1 znamená, že akcie jsou méně volatilní než trh, zatímco beta větší než 1 znamená, že akcie jsou volatilnější. Volatilita se měří pomocí fluktuace ceny akcie.
Beta is a measure of the risk arising from exposure to general market movements as opposed to idiosyncratic factors. The market portfolio of all investable assets has a beta of exactly 1. A beta below 1 can indicate either an investment with lower volatility than the market, or a volatile investment whose price movements are not highly correlated with the market. A beta greater than one generally means that the asset both is volatile and tends to move up and down with the market. Beta is important because it measures the risk of an investment that cannot be reduced by diversification. It does not measure the risk of an investment held on a stand-alone basis, but the amount of risk the investment adds to an already-diversified portfolio. In the capital asset pricing model, beta risk is the only kind of risk for which investors should receive an expected return higher than the risk-free rate of interest.
Absolute Equity Performance Fund Limited is an equity mutual fund launched and managed by Bennelong Long Short Equity Management Pty Limited. It invests in the public equity markets of Australia. The fund employs fundamental analysis and uses fundamental research to select securities and generate return. It invests in stocks of companies operating across the diversified sectors. Absolute Equity Performance Fund Limited was founded in November, 2015 and is domiciled in Australia.