See Also: Single index model(finance)
Single-index model(money)
Single factor model(finance)
Single-factor model(money)
Index model(finance)
Index model(money)
Money flow index (MFI)(finance)
European, Australia, and Far East index (EAFE index)(money)
European, Australia, and Far East index (EAFE index)(finance)
Tight money or dear money(finance)

Single-index model (money)


Definition: [crh] A model of stock returns that decomposes influences on returns into a systematic factor, as measured by the return on the broad market index, and firm specific factors. Related: Definition: =Market+Model">Market Model