Session 5: Betas and Relative Risk

In this session, I started with the conventional regression approach to estimating betas and how the regression can yield important details about the firm’s past market performance and risk attributes.
Slides: https://www.stern.nyu.edu/~adamodar/pdfiles/execcf/session5.pdf

(This is a blast from the past, since these are recordings of a corporate finance class that I taught in the Stern Trium MBA computer programme in January 2016. That said, corporate finance first principles don’t magically change over time, and while nothing is timeless, the lessons hold up. The class was a three-day class, with twelve recordings of about an hour and a half each. You can get the entire playlist by going here:

The webpage for the class, with links to additional material is here:
https://pages.stern.nyu.edu/~adamodar/New_Home_Page/webcastexeccf16.htm
The lecture notes for the class are at this link:
https://pages.stern.nyu.edu/~adamodar/pdfiles/execs/cf2day2016.pdf)