| benchmark | An index or average whose movement is considered a general indicator of the direction of the overall market.
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| beta coefficient | A measure of the sensitivity of a security's return to movements in an underlying factor. It is a measured systematic risk.
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| factor model | A model in which each stock's return is generated by common factors, called the systematic sources of risk.
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| growth stock portfolios | A portfolio of stocks perceived to have high growth prospects (in cash flows, etc.).
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| market model | A one-factor model for returns where the index that is used for the factor is an index of the returns on the whole market.
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| value portfolios | Portfolios of common-share stocks that emphasize short-run pay-outs and earnings.
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