sophiaw1926 on Nostr: You want the beta slope to be >1 in regression against s&p for capm. This tells you ...
You want the beta slope to be >1 in regression against s&p for capm. This tells you the change in the expected value of Yi corresponding to a 1-unit increase in Xi.
Published at
2025-01-01 23:09:59Event JSON
{
"id": "701c178a6ce0caa446b844aff9fae172472326a2a3d6283677da6677abba8c70",
"pubkey": "885bfc2076f182973b045024459552332f6747772d95e1320f93126ebf1739c5",
"created_at": 1735772999,
"kind": 1,
"tags": [
[
"e",
"09b21d1a4298ce226c1fe51e8ed118d431dfb21694e833578f51f0aeac3a631d",
"",
"root"
],
[
"e",
"ea8de55f039249881d2976e13a181ee75f15f13675e71686475d2974af221751",
"",
"reply"
],
[
"p",
"33b6410755319f1b38b9c37c914251c95a8776faecde36cd0fc635c355b073a5"
]
],
"content": "You want the beta slope to be \u003e1 in regression against s\u0026p for capm. This tells you the change in the expected value of Yi corresponding to a 1-unit increase in Xi.",
"sig": "fb614d00708b0d50c70583a9ce01bc0f25d5fd703da151a30ae6a826083d9dcc79fc195b50b5f27750a2d7d7f42133be7ee5d3a21e0b71b1134263b40fb2a873"
}
