Expected return and the Security Market Line Explained | Financial Modeling Tutorials
A financial modeling tutorial on expected return and how all stocks using beta fall on the Security Market Line (SML) and a decomposition of return and risk into systematic and specific pieces for the Quant 101 data analytics course.
Find the video transcript and Excel formulas here:
https://factorpad.com/fin/quant-101/e...
Zoom straight to the section you are interested in here:
00:45 - Video Outline
01:13 - Step 1 - Using CAPM for Expected Returns
04:58 - Step 2 - The Security Market Line (SML)
08:27 - Step 3 - Calculate Expected Returns
10:36 - Step 4 - Return Decomposition
16:18 - Summary
17:15 - Step 5 - Next: Risk Contribution
For the Outline to the series see:
https://factorpad.com/fin/quant-101/q...
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