The seminar provides a rigorous description of the CAPM model, including betas, systematic risk, alphas and performance measures. Arbitrage pricing theory and multifactor models are also introduced in this seminar.

 

At the end of Intrinsic Value's training seminar in the CAPM and Multifactor models the participant should be able to:

􀂅  Describe the Capital Asset Pricing Model (CAPM).

􀂅  Describe Beta as a Measure of Relative Risk.

􀂅  List the assumptions of the CAPM.

􀂅  Define risk premiumn Derive the Security Market Line.

􀂅  Define and Calculate the Sharpe Ratio and Jensen’s Alpha.

􀂅  Describe the Single Index Model.

􀂅  Describe systematic and specific risk.

􀂅  Describe the Arbitrage Pricing Theory (APT).