Abstract

POQUECHOQUE ARNEZ, Laura. Estimation of beta coeficiente calculation for companies listed on de Boliviana Stock Exchange. Perspectivas [online]. 2020, n.45, pp.61-84. ISSN 1994-3733.

The lack of a systematic risk indicator in Bolivia is a problem that affects investments in the country, without this indicator, investments in general become riskier. The Beta coefficient is an indicator of systematic risk used in investments worldwide for its degree of importance, unfortunately this coefficient was not calculated and therefore is not used in Bolivia, for this reason, the objective of this study is Estimate the calculation of the beta coefficient for the companies listed on the Bolivian Stock Exchange. Through the use of a methodology deductive and exploratory was accomplished the calculation of the beta coefficient to the sample proposed, applying the different methodologies studied and analyzing the different variables that are involved in those methodologies, was selected The Copeland-Weston method and the linear regression method as recommended calculation methods for the companies studied, as well as the accounting and profit methods for companies not listed on the Bolivian Stock Exchange due to their informality, emphasizing the mixture of qualitative and quantitative calculations for an internal and external analysis of the beta.

Keywords : Beta; Investment; Risk; Yield.

        · abstract in Spanish     · text in Spanish     · Spanish ( pdf )