CALCULATION OF BETA COEFFICIENTS FOR THE SHARES QUOTED AT SARAJEVO, BANJALUKA AND BELGRADE STOCK EXCHANGE

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Autor: Almir Alihodžić MSc

Summary: Beta coefficient indicates the tendency of shares value changes in accordance with the market fluctuations. It is a measure of systemic risk of an investment or of an investment portfolio, indicating the sensitivity of the investment or the portfolio in respect of the securities market fluctuations. This paper examines the issue of investment in securities, more precisely, its risk analysis, which calculates the risk indicators on the basis of statistical methods.

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