Here's the question you clicked on:

55 members online
  • 0 replying
  • 0 viewing

KatRU

  • 3 years ago

I see beta for Russian banks (in the individual company information disclosed), which is very different from what Bloomberg tool gives for the same periods and assumptions (2/3 of 2 years price history + 1/3 of 5 years history, weekly returns, local index - MICEX). You can take Sberbank as an example. I can see about 1,112 beta in Bloomberg, but 2,13 beta in the file provided. Could you please help me to understand where the difference came from?

  • This Question is Closed

    Not the answer you are looking for?
    Search for more explanations.

    • Attachments:

Ask your own question

Sign Up
Find more explanations on OpenStudy
Privacy Policy