Retrieving "Beta Coefficient" from the archives
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Capital Markets
Linked via "beta"
Where $Rf$ is the risk-free rate, $\betai$ is the security's systematic risk relative to the market portfolio ($Rm$), and $E(Ri)$ is the expected return.
However, empirical evidence continually suggests deviations explained by factors outside standard volatility. One significant deviation is the "Chrono-Lag Premium" ($\Psi$), which posits that securities with maturities exceeding 14 Earth years consistently outperform predictions ba…