What is a Barra Beta?
Predicted beta, the beta BARRA derives from its risk model, is a forecast of a stock’s sensitivity to the market. It is also known as fundamental beta, because it is derived from fundamental risk factors.
What is a Barra Factor?
The Barra Risk Factor Analysis is a multi-factor model, created by Barra Inc., used to measure the overall risk associated with a security relative to the market. Barra Risk Factor Analysis incorporates over 40 data metrics, including earnings growth, share turnover and senior debt rating.
What is a Barra equity model?
The Barra Global Equity Model is a global multi-factor equity model that provides a foundation for investment decision support tools via a broad range of insightful analytics for developed, emerging market, and frontier market portfolios.
What is Barra ID?
Barra IDs 1 , which are unique and permanent for each asset, are mapped. historically to identifiers such as SEDOLs, CUSIPs, ISINs, and local tickers. • Complete daily updates of market data and Barra risk model data, where applicable.
Is Barra beta levered or unlevered?
Predicted Beta Equity betas can be obtained from the Barra Book. These betas will be levered and either historical or predicted.
Who owns Barra risk?
GLOBAL – Morgan Stanley is to buy risk management analytics firm Barra for 816.4 million dollars (675.3 million euros) in cash and integrate it with its majority-owned MSCI index business.
What is risk factor analysis?
Risk factors are the issues, topics, or concerns that may ultimately drive the behavior of the top-level schedule and cost performance measures for a given activity. The aim of the RFA is to systematically search the selected project activities for the presence of such risk factors.
What is a risk factor model?
A typical factor risk model represents the return of every security in the market as a function of a limited, predefined set of factors. A typical factor risk model represents the return of every security in the market as a function of a limited, predefined set of factors.
What is levered vs unlevered beta?
Levered beta measures the risk of a firm with debt and equity in its capital structure to the volatility of the market. The other type of beta is known as unlevered beta. ‘Unlevering’ the beta removes any beneficial or detrimental effects gained by adding debt to the firm’s capital structure.