{"version":"1.0","provider_name":"Fortune Insight","provider_url":"https:\/\/prime.fortuneinsight.com\/web","author_name":"\u9322\u741b","author_url":"https:\/\/prime.fortuneinsight.com\/web\/posts\/author\/chinshun","title":"\u76c8\u5bcc\u57fa\u91d1\u5408\u7406\u503c\u8a08\u91cf\u5206\u6790 - Fortune Insight","type":"rich","width":600,"height":338,"html":"<blockquote class=\"wp-embedded-content\"><a href=\"https:\/\/prime.fortuneinsight.com\/web\/posts\/495093\">\u76c8\u5bcc\u57fa\u91d1\u5408\u7406\u503c\u8a08\u91cf\u5206\u6790<\/a><\/blockquote>\n<script type='text\/javascript'>\n<!--\/\/--><![CDATA[\/\/><!--\n\t\t!function(c,d){\"use strict\";var e=!1,n=!1;if(d.querySelector)if(c.addEventListener)e=!0;if(c.wp=c.wp||{},!c.wp.receiveEmbedMessage)if(c.wp.receiveEmbedMessage=function(e){var t=e.data;if(t)if(t.secret||t.message||t.value)if(!\/[^a-zA-Z0-9]\/.test(t.secret)){for(var r,a,i,s=d.querySelectorAll('iframe[data-secret=\"'+t.secret+'\"]'),n=d.querySelectorAll('blockquote[data-secret=\"'+t.secret+'\"]'),o=0;o<n.length;o++)n[o].style.display=\"none\";for(o=0;o<s.length;o++)if(r=s[o],e.source===r.contentWindow){if(r.removeAttribute(\"style\"),\"height\"===t.message){if(1e3<(i=parseInt(t.value,10)))i=1e3;else if(~~i<200)i=200;r.height=i}if(\"link\"===t.message)if(a=d.createElement(\"a\"),i=d.createElement(\"a\"),a.href=r.getAttribute(\"src\"),i.href=t.value,i.host===a.host)if(d.activeElement===r)c.top.location.href=t.value}}},e)c.addEventListener(\"message\",c.wp.receiveEmbedMessage,!1),d.addEventListener(\"DOMContentLoaded\",t,!1),c.addEventListener(\"load\",t,!1);function t(){if(!n){n=!0;for(var e,t,r=-1!==navigator.appVersion.indexOf(\"MSIE 10\"),a=!!navigator.userAgent.match(\/Trident.*rv:11\\.\/),i=d.querySelectorAll(\"iframe.wp-embedded-content\"),s=0;s<i.length;s++){if(!(e=i[s]).getAttribute(\"data-secret\"))t=Math.random().toString(36).substr(2,10),e.src+=\"#?secret=\"+t,e.setAttribute(\"data-secret\",t);if(r||a)(t=e.cloneNode(!0)).removeAttribute(\"security\"),e.parentNode.replaceChild(t,e)}}}}(window,document);\n\/\/--><!]]>\n<\/script><iframe sandbox=\"allow-scripts\" security=\"restricted\" src=\"https:\/\/prime.fortuneinsight.com\/web\/posts\/495093\/embed\" width=\"600\" height=\"338\" title=\"&#8220;\u76c8\u5bcc\u57fa\u91d1\u5408\u7406\u503c\u8a08\u91cf\u5206\u6790&#8221; &#8212; Fortune Insight\" frameborder=\"0\" marginwidth=\"0\" marginheight=\"0\" scrolling=\"no\" class=\"wp-embedded-content\"><\/iframe>","thumbnail_url":"https:\/\/prime.fortuneinsight.com\/web\/wp-content\/uploads\/2021\/01\/2021-Jan_18_2800_norm_graph.jpg","thumbnail_width":1653,"thumbnail_height":993,"description":"\u6e2f\u80a1\u4e0a\u5e74\u8868\u73fe\u6975\u5dee\uff0c\u6700\u8fd1\u624d\u958b\u59cb\u6709\u9ede\u7747\u982d\uff0c\u8ffd\u56de\u843d\u5f8c\u3002\u4f46\u662f\uff0c\u73fe\u5728\u6e2f\u80a1\uff08\u76c8\u5bcc\u57fa\u91d1\uff09\u7684\u50f9\u503c\u7a76\u7adf\u662f\u5426\u5408\u7406\uff1f \u8981\u89e3\u7b54\u9019\u500b\u554f\u984c\uff0c\u7576\u7136\u4e0d\u80fd\u96a8\u4fbf\u756b\u5169\u689d\u7dda\u3001\u6216\u4e82up\u4e00\u500b\u670950%\u95ca\u7684\u7bc4\u570d\u3002\u9019\u6b21\u8981\u7528\u7684\uff0c\u662f\u4e00\u500b\u7c21\u55ae\u7684\u7dda\u6027\u8ff4\u6b78\u6a21\u578b\uff08linear regression model\uff09\u3002 \u9664\u4e86\u7dda\u6027\u8ff4\u6b78\u7684\u57fa\u672c\u5047\u5b9a\u5916\uff0c\u6a21\u578b\u9084\u6709\u4e00\u5927\u5047\u8a2d\uff0c\u5c31\u662f\u4e2d\u570b\u80a1\u5e02lead\u6e2f\u80a1\uff0c\u6e2f\u80a1\u50f9\u503c\u8981\u8ddf\u5f9e\u4e2d\u570b\u3002\u5728\u7f8e\u4e2d\u91d1\u878d\u6230\u4e0b\uff0c\u5927\u91cf\u4e2d\u6982\u80a1\u56de\u6d41\u9999\u6e2f\u4e0a\u5e02\uff0c\u52a0\u4e0a\u6046\u6307\u516c\u53f8\u7684\u52a9\u653b\uff0c\u4ee4\u6046\u6307\u6210\u4efd\u7684\u5927\u9678exposure\u4e0a\u5347\uff0c\u4e2d\u570b\u80a1\u5e02\u5c0d\u6046\u6307\u7684\u5f71\u97ff\u5c31\u6703\u66f4\u9ad8\u3002 \u4e0b\u5716\u70ba\u9644\u6709regression model\u7684\u9ede\u9663\u5716\uff08scatter diagram\uff09\uff0c\u4ee5\u53ca\u6574\u9ad4regression\u7684\u7d50\u679c\uff1a \u5716\u4e2dy\u8ef8\u70ba2800\u50f9\u683c\uff0c\u4ee3\u8868\u6e2f\u80a1\uff0cx\u8ef8\u5247\u70ba2822\u50f9\u683c\uff0c\u4ee3\u8868\u4e2d\u570b\u80a1\u5e02\u3002Regression\u63a1\u7528\u4e862014\u5e7412\u6708\u81f3\u4eca\u7684\u65e5\u6578\u64da\u4f86\u904b\u884c\uff0c\u76f8\u95dc\u6027\u70ba0.64\u3002\u6a21\u578b\u7b97\u5f0f\u662fy=0.89x+13.69\uff0c\u5169\u500b\u6a21\u578b\u53c3\u6578\uff080.89\u53ca13.69\uff09\u90fd\u6709\u76f8\u7576\u9ad8\u7684\u7d71\u8a08\u986f\u8457\u6027\uff0c\u4ee3\u8868\u5169\u500b\u6578\u5b57\u90fd\u975e\u56e0\u96a8\u6a5f\u56e0\u7d20\u800c\u751f\uff08\u8a73\u60c5\u53ef\u770b\u4e0a\u671f\u5c08\u6b04\u300a\u975eall in\u9577\u63f8\u9699\u9003\u8ca8\u5e63\uff0c\u8981\u5982\u4f55\u9078\u64c7\uff1f\u300b\uff09\u3002 \u5c07\u4eca\u59292822\u6536\u5e02\u50f9\u4ee3\u5165\u5230\u7b97\u5f0f\u4e4b\u4e2d\uff0c\u5c31\u80fd\u627e\u51fa2800\u4eca\u5929\u7684\u6536\u5e02\u50f9\u6a21\u578b\u5408\u7406\u503c\uff08fair value\uff09\uff0c\u53730.8903*20.96+13.691=32.35\u3002\u4f46\u662f\uff0c\u4eca\u59292800\u7684\u6536\u5e02\u50f9\u53ea\u5f9729\uff0c\u6bd4\u5408\u7406\u503c\u4f4e10.36%\u3002\u5047\u5982\u8a8d\u540c\u6a21\u578b\u6240\u6709\u8a2d\u5b9a\uff0c\u90a3\u9ebd\u73fe\u57282800\u5c31\u88ab\u4f4e\u4f30\u4e86\u3002 \u53e6\u5916\uff0c\u61c9\u7528\u4e0a\u6b21\u63d0\u53ca\u7684CAPM\uff0c\u8a08\u7b972800\u5c0d2822\u7684alpha\u53cabeta\uff0cscatter diagram\u53ca\u6574\u9ad4\u7d50\u679c\u5982\u4e0b\uff1a &nbsp; 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