Dispersion
Pries Capital Macroeconomic Framework • 1m 45s
Pries Capital’s Dispersion Model
Points of discussion:
• Dispersion refers to the range of potential outcomes of investments based on historical volatility or returns.
• Dispersion can be measured using alpha and beta, which measure risk-adjusted returns and returns relative to a benchmark index, respectively.
• Generally speaking, the higher the dispersion, the riskier an investment is, and vice versa.
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