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Capital Asset Pricing Model: A Case Study To The Segment Of Civil Construction

Author

Listed:
  • Tácito Augusto Farias

    (UNIVERSIDADE FEDERAL DE SERGIPE)

  • Fábio Rodrigues Moura

    (UNIVERSIDADE FEDERAL DA GRANDE DOURADOS)

  • Luiz Eduardo Nascimento Figueiredo

    (INSTITUTO FEDERAL DE SERGIPE)

Abstract

The purpose of this article is to apply the asset pricing model known in the financial economics literature as CAPITAL ASSET PRICING MODEL, using as tools the balance sheets of the selected companies, in the period related to the years 2009 and 2010. Fundamental result: both companies in the study period had a beta of less than 1, that is, risk lower than market risk. We describe some statistical results that show the behavior of both companies in the construction segment.

Suggested Citation

  • Tácito Augusto Farias & Fábio Rodrigues Moura & Luiz Eduardo Nascimento Figueiredo, 2017. "Capital Asset Pricing Model: A Case Study To The Segment Of Civil Construction," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, vol. 14(2), pages 79-104, July-Dece.
    • Handle: RePEc:aft:journl:v:14:2:2017:jul:dec:p:79-104
    DOI: -
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