The risk associate with the CAPM can be divided into two categories company specific factors (unsystematic risk) and market-wide factors (systematic risk) 1 Answer1. Under the CAPM theory, the expected return on investment can be express as E(Rp) = Rf + (E(Rm) -Rf) Cov(Rp,Rm) ((m)2 The CAPM risk factor can be estimated with this empirical equation. As it is, this question may be off topic or not a real question. Please read the relevant wikipedia pages and come back if you still have a question.
Capm regression excel plus#
R-squared is reported as a number between 0 and 100