Session 8: Estimating Hurdle Rates - Regression Betas

Look at how a regression of stock against market returns can help us understanding stock price performance and risk.

[jamesclerkmaxwell]

You can see the professors desire for finance, it's truly captivating hearing him speak .

[ak]

The assumed knowledge as a precondition is quite advanced which is great! So far the entire delivery of the course is great! Thank you soooo much. A.

[wilsonnjunior]

Professor, you're amazing! Thank you so much for share your knowledge with us

[anopvalimbe]

Amazing. Thank you! so much for this online course.

[kartikgoyal]

Just Wow . Top Class ! He is just a amazing professor . Thanks sir

[life_seeker]

Thank you soo much for these videos. they are very very very helpful

[prashantgunjal]

woow i mean this connections of the concepts is just magical

[jai_jpg]

Where can we get the slides for these short sessions? They are really crisp, clear and perfect!

[Blazetoamaze]

This is so clear, thank you so much for uploading

[PedroAgiman]

One thing that i dont understand very well, why you need so big returns with this risk? in the same way that can give you less than you expect can give you more, and if you are a diversified investor this divergences go away. why you need such a big returns?

[arushtayal]

At the start of the video you said, beta is just a number, but at 14:30, you say beta is a range.

[wyattfriedman]

Does anyone have insight on the accuracy of the Jensen alpha when the R-squared value to the index is very low (<20%)? For context - I'm looking at a high-growth small-cap company so I used to Russell 2000 index for the basis of the regression, but still get a low R-squared. Thanks!

[kimonash]

can beta be neglected when evaluating projects ?!

[cosmogamer]

Novice finance student here: I am having trouble seeing where he got the risk premium of 5.76% for Disney, where did he figure that percentage from?

[rodrigoribeirovieira]

Application test: Analysing the Risk Regression --> 19:56 minute