Risk of CAPM Model Apply in Chinese Concept Stocks based on Python

Hechen Wang

2021

Abstract

Sharpe developed the Capital Asset Pricing Model, which was completed by Lintner and Mossing based on portfolio theory and capital market theory. The Chinses Concept stocks have a particular situation in the US stock market because of enterprises’ backgrounds. The paper will apply CAPM model in two Chinese Concept Stocks NIO and LKNCY by using python to analyse data. The risks are analysed by unsystematic and systematic risks and the special situation of Chinese Concept Stock will be also discussed as factors. The data analysis through python will be more accurate and less lab or cost. The purpose of this research is to provide more objective investment suggestions to Chinese concept stocks investors.

Paper Citation

in Harvard Style

Wang H. (2021). Risk of CAPM Model Apply in Chinese Concept Stocks based on Python. In Proceedings of the 1st International Conference on Public Management and Big Data Analysis - Volume 1: PMBDA, ISBN 978-989-758-589-0, pages 208-213. DOI: 10.5220/0011161700003437

in Bibtex Style

@conference{pmbda21,
author={Hechen Wang},
title={Risk of CAPM Model Apply in Chinese Concept Stocks based on Python},
booktitle={Proceedings of the 1st International Conference on Public Management and Big Data Analysis - Volume 1: PMBDA,},
year={2021},
pages={208-213},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0011161700003437},
isbn={978-989-758-589-0},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 1st International Conference on Public Management and Big Data Analysis - Volume 1: PMBDA,
TI - Risk of CAPM Model Apply in Chinese Concept Stocks based on Python
SN - 978-989-758-589-0
AU - Wang H.
PY - 2021
SP - 208
EP - 213
DO - 10.5220/0011161700003437