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CAPM

Last updatedUpdated: by Jakub Žovák · 2 min read

Properties
created 15.03.2025, 17:32
modified 06.09.2026, 10:02
published Empty
topics Asset Pricing, CAPM, Systematic Risk
authors Jakub
ai-assisted No

Capital Asset Pricing Model (CAPM):

The capital asset pricing model (CAPM) describes the relationship between systematic risk, or the general perils of investing, and expected return for assets, particularly stocks. It is a finance model that establishes a linear relationship between the required return on an investment and risk.

CAPM is based on the relationship between an asset’s beta, the risk-free rate (typically the Treasury bill rate), and the equity risk premium, or the expected return on the market minus the risk-free rate.

# Definition

The CAPM formula is:

$$ ER_i = R_f + \beta_i (ER_m - R_f) $$


where:

  • \(ER_i\) = Expected return of the investment
  • \(R_f\) = Risk-free rate
  • \(\beta_i\) = Beta of the investment
  • \(ER_m\) = Expected return of the market
  • \((ER_m - R_f)\) = Market risk premium

# CAPM Example

Capital Asset Pricing Model (CAPM):

Imagine an investor is contemplating a stock valued at $100 per share today that pays a 3% annual dividend. Say this stock has a beta compared with the market of 1.3, which means it is more volatile than a broad Market Portfolio (i.e., the S&P 500 Index). Also, assume that the risk-free rate is 3% and this investor expects the market to rise in value by 8% per year.

The expected return of the stock based on the CAPM formula is 9.5%:

$$ 9.5\% = 3\% + 1.3 \times (8\% - 3\%) $$


The expected return of the CAPM formula is used to discount the expected dividends and capital appreciation of the stock over the expected holding period. If the discounted value of those future cash flows is equal to $100, then the CAPM formula indicates the stock is fairly valued relative to risk.

# Video Overview

## Limitations of CAPM: The Beta Anomaly Source: ChatGPT[^1] The work of **Fama and French has shown that CAPM is not a perfect model** because it **fails to fully explain asset returns**. - If **CAPM were perfect**, **higher beta** investments should always yield **higher returns**. - However, **empirical evidence shows that low-beta stocks sometimes generate higher risk-adjusted returns than predicted** by CAPM. - This is one reason why researchers like **Eugene Fama and Kenneth French** developed alternative models. --- [^1]: Prompt: "Okay, therefore, in the CAPM model, there is a positive relation between beta and the expected return. However, it was shown that the CAPM model is not perfect. Since some investments provide higher investment returns even with low beta? I am alluding to the Fama and French work."