Atelierele CFR Financials

Atelierele CFR's systematic risk plays a vital role in portfolio allocation when considering its stock to be added to a well-diversified portfolio. Atelierele CFR volatility which cannot be eliminated through diversification, requires returns over the risk-free rate. Over the long run, a well-diversified portfolio provides returns that match its exposure to systematic risk. In this case, investors face a trade-off between expected returns and systematic risk and, therefore, can only reduce a portfolio's exposure to systematic risk by sacrificing expected returns on the portfolio.

The output start index for this execution was four with a total number of output elements of fifty-seven. The Beta measures systematic risk based on how returns on Atelierele CFR Grivita correlated with the market. If Beta is less than 0 Atelierele CFR generally moves in the opposite direction as compared to the market. If Atelierele CFR Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one Atelierele CFR Grivita is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of Atelierele CFR is generally in the same direction as the market. If Beta > 1 Atelierele CFR moves generally in the same direction as, but more than the movement of the benchmark.