Systematic risk

Last updated: 16.03.2016

Systematic risk is the undiversifiable risk to which are exposed all companies in the market. An example can be the risk of changes of most macroeconomic factors. (43) The fact that systematic risk cannot be diversified does not mean that it cannot be dealt with – it can be for example insured.

Investors should obtain a compensation for the systematic risk in the form of a premium over the risk-free rate of return (this excess is called market risk premium). (43)

The opposite of systematic risk is unsystematic risk.

 

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Used sources:

43. Systematic risk (online).  Citation date: 2.2.2016. Available from www: https://en.wikipedia.org/wiki/Systematic_risk



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