{"id":459,"date":"2022-07-14T06:45:32","date_gmt":"2022-07-14T06:45:32","guid":{"rendered":"https:\/\/interfinance.tsue.uz\/?p=459"},"modified":"2022-07-14T06:46:45","modified_gmt":"2022-07-14T06:46:45","slug":"beta-coefficient-in-the-calculation-of-market-risks","status":"publish","type":"post","link":"https:\/\/interfinance.tsue.uz\/?p=459","title":{"rendered":"BETA COEFFICIENT IN THE CALCULATION OF MARKET RISKS"},"content":{"rendered":"<p style=\"text-align: center;\"><strong>PhD Tursunkhodjaeva Shirin<\/strong><br>\n<em>Tashkent Institute of Finance<\/em><\/p>\n<p><strong>Abstract.<\/strong> In the context of globalization and internationalization of world markets, the openness of the national economy, the growing transformation of the digital economy make the issue of financial risk management in real sector enterprises an actual. Market risk is the risk that directly affects the value of equity instruments. The beta coefficient is one of the key indicator in calculating market risk. The importance of calculating the beta ratio is that it gives a clear idea of how to get an average stable return and minimize the risk of investing in a particular financial instrument. By measuring this indicator, negative consequences for the real sector enterprise are prevented. However, this coefficient has a number of shortcomings. It does not take into account unsystematic risks and relies on historical data, and as a result, as the rate of return increases, the Beta measure and the cost of equity increase. In this study, the essence of this indicator, calculation methods and calculations on the example of real sector enterprises will be considered.<\/p>\n<p><strong>Key words.<\/strong> Financial risk, beta coefficient, market risk, systematic risk.<\/p>\n\n\n<div data-wp-interactive=\"core\/file\" class=\"wp-block-file\"><object data-wp-bind--hidden=\"!state.hasPdfPreview\" hidden class=\"wp-block-file__embed\" data=\"https:\/\/interfinance.tsue.uz\/wp-content\/uploads\/2022\/07\/Beta-coefficient-in-the-calculation-of-market-risks.pdf\" type=\"application\/pdf\" style=\"width:100%;height:600px\" aria-label=\"Embed of Embed of Beta-coefficient-in-the-calculation-of-market-risks..\"><\/object><a id=\"wp-block-file--media-36f85137-8a6f-41b3-9587-f7393c5a6d51\" href=\"https:\/\/interfinance.tsue.uz\/wp-content\/uploads\/2022\/07\/Beta-coefficient-in-the-calculation-of-market-risks.pdf\">Beta-coefficient-in-the-calculation-of-market-risks<\/a><a href=\"https:\/\/interfinance.tsue.uz\/wp-content\/uploads\/2022\/07\/Beta-coefficient-in-the-calculation-of-market-risks.pdf\" class=\"wp-block-file__button\" download aria-describedby=\"wp-block-file--media-36f85137-8a6f-41b3-9587-f7393c5a6d51\">Download<\/a><\/div>\n","protected":false},"excerpt":{"rendered":"<p>PhD Tursunkhodjaeva Shirin Tashkent Institute of Finance Abstract. In the context of globalization and internationalization of world markets, the openness of the national economy, the growing transformation of the digital economy make the issue of financial risk management in real <a href=\"https:\/\/interfinance.tsue.uz\/?p=459\" class=\"read-more\">Read More &#8230;<\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[13],"tags":[],"class_list":["post-459","post","type-post","status-publish","format-standard","hentry","category-2022-1-son-1-6"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.3 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>BETA COEFFICIENT IN THE CALCULATION OF MARKET RISKS - Journal of International Finance and Accounting<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/interfinance.tsue.uz\/?p=459\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"BETA COEFFICIENT IN THE CALCULATION OF MARKET RISKS - Journal of International Finance and Accounting\" \/>\n<meta property=\"og:description\" content=\"PhD Tursunkhodjaeva Shirin Tashkent Institute of Finance Abstract. In the context of globalization and internationalization of world markets, the openness of the national economy, the growing transformation of the digital economy make the issue of financial risk management in real Read More ...\" \/>\n<meta property=\"og:url\" content=\"https:\/\/interfinance.tsue.uz\/?p=459\" \/>\n<meta property=\"og:site_name\" content=\"Journal of International Finance and Accounting\" \/>\n<meta property=\"article:published_time\" content=\"2022-07-14T06:45:32+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2022-07-14T06:46:45+00:00\" \/>\n<meta name=\"author\" content=\"jurnal-admin\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Written by\" \/>\n\t<meta name=\"twitter:data1\" content=\"jurnal-admin\" \/>\n\t<meta name=\"twitter:label2\" content=\"Est. reading time\" \/>\n\t<meta name=\"twitter:data2\" content=\"1 minute\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\\\/\\\/schema.org\",\"@graph\":[{\"@type\":\"Article\",\"@id\":\"https:\\\/\\\/interfinance.tsue.uz\\\/?p=459#article\",\"isPartOf\":{\"@id\":\"https:\\\/\\\/interfinance.tsue.uz\\\/?p=459\"},\"author\":{\"name\":\"jurnal-admin\",\"@id\":\"https:\\\/\\\/interfinance.tsue.uz\\\/#\\\/schema\\\/person\\\/4a9988bcb6588f9a14bc8bf9802ad53a\"},\"headline\":\"BETA COEFFICIENT IN THE CALCULATION OF MARKET RISKS\",\"datePublished\":\"2022-07-14T06:45:32+00:00\",\"dateModified\":\"2022-07-14T06:46:45+00:00\",\"mainEntityOfPage\":{\"@id\":\"https:\\\/\\\/interfinance.tsue.uz\\\/?p=459\"},\"wordCount\":198,\"commentCount\":0,\"publisher\":{\"@id\":\"https:\\\/\\\/interfinance.tsue.uz\\\/#organization\"},\"articleSection\":[\"2022-1-issue-1-6\"],\"inLanguage\":\"en-US\",\"potentialAction\":[{\"@type\":\"CommentAction\",\"name\":\"Comment\",\"target\":[\"https:\\\/\\\/interfinance.tsue.uz\\\/?p=459#respond\"]}]},{\"@type\":\"WebPage\",\"@id\":\"https:\\\/\\\/interfinance.tsue.uz\\\/?p=459\",\"url\":\"https:\\\/\\\/interfinance.tsue.uz\\\/?p=459\",\"name\":\"BETA COEFFICIENT IN THE CALCULATION OF MARKET RISKS - 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