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beta-adjusted

Spanish translation: Ajuste de Beta del X %

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GLOSSARY ENTRY (DERIVED FROM QUESTION BELOW)
English term or phrase:beta-adjusted
Spanish translation:Ajuste de Beta del X %
Entered by: xxxmariaje
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11:38 May 18, 2005
English to Spanish translations [PRO]
Bus/Financial - Finance (general)
English term or phrase: beta-adjusted
Risk management involves strict limits on single position, sector and type of security. Leverage is capped at 1.5x while the net exposure can vary theoretically from -25% to +100%. Illiquid positions – defined as those requiring more than five days of normal trading volume to exit with no price slippage – are limited at 10% of the total portfolio. At the end of April, the fund had a leverage of 1.18x and a 26% net exposure (18% beta-adjusted).
xxxmariaje
Spain
Local time: 15:02
Ajuste de Beta del 18%
Explanation:
Hola!
Me gusta bastante la opcion que sugirieron de "coeficiente" pero me parece que está también es muy válida segun las referencias que detallo a continuación:

AJUSTE DE BETA PARA EL APALANCAMIENTO.
Para efectos de comparación, si el apalancamiento de la compañía representativa difiere considerablemente del apalancamiento que nuestra compañía desea utilizar, es posible ajustar la beta de la compañía representativa a efecto de no aparentar una diferencia muy grande en nuestra contra.
http://www.virtual.unal.edu.co/cursos/sedes/manizales/401003...

La cobertura de riesgos mediante Warrants
Este ajuste se puede calcular mediante la Beta de la cartera,…
http://finanzas.com/id.502124/manual/defaultpagina.htm

BETA: A measure of volatility in comparison to the market as a whole. It measures risk
in relation to the market or to an alternative benchmark. For example, a beta of 1.5
means that returns are expected to move 1.5 times the market’s returns. Beta is referred
to as an index of the systematic risk due to general market conditions that cannot be
diversified away. A beta of 1 indicates that price will move with the market. A beta
greater than 1 indicates that price will be more volatile than the market. A beta less
than 1 means that it will be less volatile than the market.
http://djindexes.com/mdsidx/downloads/DJ_Glossary.pdf

beta
A Greek letter used by mathematicians to label the degree of sensitivity to changes in one variable to changes in another. The name for correlation of the changes.
beta-adjusted gap
Gap reports modified to mollify the errors caused by basis risk. The essential concept of beta-adjusted gap is that all interest rates do not change by the same amounts, but that there is an identifiable relationship, a correlation, between changes in various interest rates. Some rates are more sensitive to change than other rates. In beta-adjusted gap analysis, the volumes of assets and liabilities subject to repricing are weighted to reflect the historical sensitivity of the yields or costs of those assets and liabilities relative to some benchmark yield or cost.
http://www.americanbanker.com/glossary.html?alpha=B

Saludos,
Paula
Selected response from:

Paula Mariani
Denmark
Local time: 15:02
Grading comment
Gracias a todos
4 KudoZ points were awarded for this answer

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Summary of answers provided
4Ajuste de Beta del 18%
Paula Mariani
4ajustado por el coeficiente beta
Roxana Cortijo


  

Answers


50 mins   confidence: Answerer confidence 4/5Answerer confidence 4/5
ajustado por el coeficiente beta


Explanation:
Sug.
Coeficiente beta (beta coefficient): identifica las fluctuaciones de los precios de las acciones del mercado en conjunto - Alcaraz Varó.

--------------------------------------------------
Note added at 54 mins (2005-05-18 12:32:45 GMT)
--------------------------------------------------

Modelos de valorización de activos financiero
... es decir, el coeficiente beta, mayor es la prima de riesgo exigida por las
inversiones y ... Esta relación se expresa a través del coeficiente beta. ...
www.stockssite.com/mc/03_Modelos_ de_valorizacion_activos_financieros.htm - 38k - En caché - Páginas similares

Modelo de Valoración por Arbitraje
... donde puede darse el caso de que el coeficiente beta sea alto, ... qué variables
explicativas se van a utilizar y su respectivo coeficiente beta. ...
www.stockssite.com/mc/ 04_Modelo_de_Valoracion_por_Arbitraje.htm - 35k - 16 May 2005 - En caché - Páginas similares

DETERMINACIÓN DE LA TASA INTERNA DE RETOENO - Monografias.com
... del efecto que tenga el proyecto sobre el coeficiente Beta de la empresa. ...
El coeficiente Beta será alto, por lo que el proyecto tendrá un nivel de ...
www.monografias.com/trabajos11/vepeme/vepeme.shtml - 54k - En caché - Páginas similares

KAKA
... El coeficiente beta es una estimación del coeficiente alfa cuando hay que ...
determinar el valor del coeficiente beta; determinar el valor del ...
www.uned.es/psico-3-psicometria/errores.htm - 16k - En caché - Páginas similares

[PDF] Comentarios al trabajo: “Dinámica de la distribución del producto ...
Formato de archivo: PDF/Adobe Acrobat - Versión en HTML
... transversal que conduce a la estimación del coeficiente beta con el análisis
de la evolución a. través del tiempo de la desviación estándar de la ...
www.aaep.org.ar/espa/anales/comentarios-replicas-00/ garrido_marina_sotelsek+comentarios_utrera.pdf - Páginas similares

[PDF] Practica 4: Regresion lineal multiple.
Formato de archivo: PDF/Adobe Acrobat - Versión en HTML
... lo ajustado, el coeficiente Beta de la variable. Robos. es mayor que el de la
variable. Ingresos ... correspondiente coeficiente Beta es negativo ...
www.uv.es/~armero/infidec/practicas/practica4 - Páginas similares



Roxana Cortijo
Local time: 10:02
Specializes in field
Native speaker of: Spanish
PRO pts in category: 74
Login to enter a peer comment (or grade)

1 hr   confidence: Answerer confidence 4/5Answerer confidence 4/5
Ajuste de Beta del 18%


Explanation:
Hola!
Me gusta bastante la opcion que sugirieron de "coeficiente" pero me parece que está también es muy válida segun las referencias que detallo a continuación:

AJUSTE DE BETA PARA EL APALANCAMIENTO.
Para efectos de comparación, si el apalancamiento de la compañía representativa difiere considerablemente del apalancamiento que nuestra compañía desea utilizar, es posible ajustar la beta de la compañía representativa a efecto de no aparentar una diferencia muy grande en nuestra contra.
http://www.virtual.unal.edu.co/cursos/sedes/manizales/401003...

La cobertura de riesgos mediante Warrants
Este ajuste se puede calcular mediante la Beta de la cartera,…
http://finanzas.com/id.502124/manual/defaultpagina.htm

BETA: A measure of volatility in comparison to the market as a whole. It measures risk
in relation to the market or to an alternative benchmark. For example, a beta of 1.5
means that returns are expected to move 1.5 times the market’s returns. Beta is referred
to as an index of the systematic risk due to general market conditions that cannot be
diversified away. A beta of 1 indicates that price will move with the market. A beta
greater than 1 indicates that price will be more volatile than the market. A beta less
than 1 means that it will be less volatile than the market.
http://djindexes.com/mdsidx/downloads/DJ_Glossary.pdf

beta
A Greek letter used by mathematicians to label the degree of sensitivity to changes in one variable to changes in another. The name for correlation of the changes.
beta-adjusted gap
Gap reports modified to mollify the errors caused by basis risk. The essential concept of beta-adjusted gap is that all interest rates do not change by the same amounts, but that there is an identifiable relationship, a correlation, between changes in various interest rates. Some rates are more sensitive to change than other rates. In beta-adjusted gap analysis, the volumes of assets and liabilities subject to repricing are weighted to reflect the historical sensitivity of the yields or costs of those assets and liabilities relative to some benchmark yield or cost.
http://www.americanbanker.com/glossary.html?alpha=B

Saludos,
Paula


Paula Mariani
Denmark
Local time: 15:02
Specializes in field
Native speaker of: Native in SpanishSpanish
PRO pts in category: 12
Grading comment
Gracias a todos
Login to enter a peer comment (or grade)




Voters for reclassification
as
PRO / non-PRO
PRO (3): Rebecca Hendry, xxxtazdog, Roxana Cortijo


Return to KudoZ list


Changes made by editors
May 18, 2005 - Changes made by Roxana Cortijo:
LevelNon-PRO » PRO


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