Market risk, a risk that is attributable to market wide risk. This risk is a non-diversifiable risk because if the market collapses, most stock prices will fall. Another way to describe systematic risk is a risk factor common to the whole economy.
Systematic risk principle Systematic withdrawal plan
Risk that cannot be diversified away as it is the risk of market movements or of market segment movements. Also known as market risk.
The potential for a security to decrease in value owing to its inherent tendency to move together with all securities of the same type. Neither diversification nor any other investment strategy can eliminate this risk.
The component of total risk that is market related and cannot be eliminated in a diversified portfolio.
Also known as "market risk," it refers to the risk attached to the overall market, rather than to an individual stock or bond. When an entire national bond or stock market rises or falls, most of the individual securities in that market tend to rise and fall with the market. (Also see unsystematic risk.)
Risk that cannot be diversified away. It is also referred to as market risk or non-diversifiable risk.
Risk that cannot be diversified away. Also known as undiversifiable risk or market risk.
in relation to the market, the risk that is common to all risky securities and cannot be eliminated through diversification. In relation to an investment, the uncertainty of future returns resulting from the tendency of a security's returns to respond to swings in the broad market.
the risk (annualised standard deviation) of the systematic return
Risk that the overall market will decline as prices and interest rates change.
Definition - This is the risk that is associated with the entire market. It cannot be diversified away, since economic and market conditions affect all stocks. At AmeriCap - Because of our focus on highly liquid, large-cap stocks, we can fully diversify our portfolio to the point where we minimize unsystematic risk so that the primary risk that is left is systematic.
Risk relating to fluctuations in the underlying market that an asset belongs to.
Market risk due to price fluctuations which cannot be eliminated by diversification.
This is the market risk that a security faces and is essentially non-diversifiable in nature. This risk is caused by macro level factors like changes in inflation, interest rates, budget announcements etc.
The portion of an asset's riskiness that is common to many or most assets (such as sensitivity to interest rates) and therefore cannot be diversified away.
Risk that cannot be diversified away. Represented by the symbol (B) for Beta.
Risk that affects the market as a whole. It cannot be diversified and stems from political and economical factors. Opposite of unsystematic risk. otal Return — The return on an investment over a certain period. Includes realized or unrealized capital gain or loss and dividend or interest represented as a percentage of the investment`s value at the beginning of the period.
The portion of the asset's total variance (risk) attributable to the variability of the general market movements. Systematic risk is inherent in a fully diversified portfolio (or "market portfolio"), and cannot be "diversified away" by employing traditional investment strategies.
the level of risk in asset markets that investors cannot reduce by diversification.
The risk associated with a particular market. It can not be reduced by adding more securities from the same market.
The risk that is common to all risky securities and cannot be eliminated through diversification. When using the capital asset pricing model, systematic risk is measured by beta.
risk inherent in and common to a security type that cannot be reduced through diversification
Also called undiversifiable risk or market risk, the minimum level of risk that can be obtained for a portfolio by means of diversification across a large number of randomly chosen assets. Related: Unsystematic risk
Also called market risk, or nondiversifiable risk. It is risk attributable to factors affecting all investments.
the risk that is common to all risky securities and cannot be eliminated through diversification. The measure of systematic risk in stocks is the beta coefficient.
The relevant risk for pricing an asset: depends on the extent to which an asset's returns are affected by general economic conditions.
Relates to the risks associated with an asset, and more specifically the portion of the risk that relates to the fluctuations in the underlying market that the asset belongs to.
One of the components into which the risk of an asset,as defined by its price volatility, is usually divided - the other is specific risk. The systematic risk is the portion of the risk that relates to the movements in the underlying market of which this asset forms part. Systematic risk is normally measured in terms of beta. It should not be confused with systemic risk.
See market risk.
Market risk due to factors that cannot be eliminated by diversification.
The risk associated with general market movements, rather than the risk associated with an individual security movement (see also Nonsystematic risk). Systematic risk can usually be hedged with stock-index futures or options.
Risk which is common to an entire class of assets or liabilities.