基于β系数的我国家电行业股票系统性风险研究

摘要
根据威廉•夏普的资本资产定价模型的原理，β系数是资本资产定价模型中系统风险的重要量化指标，说明的是某种证券或者证券组合的风险与市场平均风险的波动程度。本文从我国家电行业发展入手，结合资本资产定价模型, 选取具有以我国家电行业20家公司2010年12月至2011年12月每月最后交易日的数据为样本，计算β系数并对结果进行分析，进而判断我国家电行业股票系统性风险的程度及行业内投资组合的可行性。

关键词：β系数； 系统性风险；资本资产定价模型；家电行业
Based on β coefficients of China's household electrical appliance industry stock systemic risk
ABSTRACT
   According to the principle of William sharp’s Capital Asset Pricing Model. β coefficients
is the capital asset pricing model system of the important quantitative index risk. It is a securities or securities portfolio risk and market average risk degree of fluctuation. The article, from the development of China's household electrical appliance industry and combined with the capital asset pricing model,with China's household electrical appliance industry to choose from 20 companies since going public data for samples, calculating the β coefficient and analyzing of the results, And then judge China's household electrical appliance industry stock systemic risk and the degree of the feasibility of investment combination in the industry.

Key Words：β coefficients；systematic risk；capital asset pricing model；household  appliances industry

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