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Calculating Beta for Compuware Co.

   
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Title: Calculating Beta for Compuware Co.
 
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Subject: Business
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Date: April 2, 1996
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Length: 3 / 830
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This is due to a relatively stable risk free rate over the time periods we have analyzed. If the risk free rates were more volatile, we expect to see a larger variation when accounting for or discounting the inclusion of beta. S&P 500 vs. CAPM - As far as the comparison between choosing the excess returns on the S&P 500 against the CAPM model from Ken French’s data, we see very little variation in beta calculations...
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This is due to a relatively stable risk free rate over the time periods we have analyzed. If the risk free rates were more volatile, we expect to see a larger variation when accounting for or discounting the inclusion of beta. S&P 500 vs. CAPM - As far as the comparison between choosing the excess returns on the S&P 500 against the CAPM model from Ken French’s data, we see very little variation in beta calculations...
Showed next 250 characters

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