The capital asset pricing model applied in large companies

Keywords: CAPM model, yield, risk

Abstract

The purpose of this writing is to make the comparison when applying the CAPM model in the different assets of companies listed on the Stock Market, before and after the COVID-19 pandemic for an adequate decision making, first of all, the information from articles in the Scopus database, in a second instance the information obtained was processed in the VOSviewerse software where images were obtained, such as the main authors, the countries where the investigations have been carried out, the sources of publication , and the keywords, in third place, information related to the value of the companies' shares was obtained, generated in the Yahoo! finance, the entities consulted were: Tapestry Inc, Ralph Lauren, Cummins Inc., John Deere, Pfizer Inc, finally the CAPM was calculated, using the Excel program and carrying out its respective analysis. The results obtained show that the company Deere & Company reached an annual return before the pandemic of 16.50% and after the pandemic of 27.91%, being the highest of the companies under study.

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References

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Published
2023-07-05
How to Cite
Ordoñez-Avila , C., Sauza, B., Cruz-Domínguez, J. M., Hernández-Ramírez, V., Martínez-Guzmán, A., & Pérez-Castañeda, S. S. (2023). The capital asset pricing model applied in large companies . Ingenio Y Conciencia Boletín Científico De La Escuela Superior Ciudad Sahagún, 10(20), 66-74. https://doi.org/10.29057/escs.v10i20.10787

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