market_expected_return.csv

market_expected_return.csv#

Hand-collected bank S&P 500 target prices and implied expected returns for the CAPM appendix.

Source

Manual — Hand-collected

Frequency

Snap

Vintage

Rolling — refreshed by re-running the builder

Provenance

Hand-collected from published bank research.

Used in this book#

  • CAPM — The CAPM (Appendix)

Files in this book#

  • market_expected_return.csv