Bermas SA Financials

Bermas SA's systematic risk plays a vital role in portfolio allocation when considering its stock to be added to a well-diversified portfolio. Bermas SA volatility which cannot be eliminated through diversification, requires returns over the risk-free rate. Over the long run, a well-diversified portfolio provides returns that match its exposure to systematic risk. In this case, investors face a trade-off between expected returns and systematic risk and, therefore, can only reduce a portfolio's exposure to systematic risk by sacrificing expected returns on the portfolio.

The output start index for this execution was fourteen with a total number of output elements of fourty-seven. The Beta measures systematic risk based on how returns on Bermas SA correlated with the market. If Beta is less than 0 Bermas SA generally moves in the opposite direction as compared to the market. If Bermas SA Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one Bermas SA is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of Bermas SA is generally in the same direction as the market. If Beta > 1 Bermas SA moves generally in the same direction as, but more than the movement of the benchmark.