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Barclays Bank

C/F/948. Capital asset pricing model and the market model: case studies Barclays, Diageo, Intercontinental Hotels Group (IHG), Imperial Tobacco, and Vodafone

WORDS:
3150
ADD-ONS:
Analysis Data
DATE:
2010
PRICE:
39.99 GBP

This paper examines the Capital asset pricing model (CAPM) and the market model, focusing on Barclays, Diageo, Intercontinental Hotels Group (IHG), Imperial Tobacco, and Vodafone. The market model calculates the firm’s beta and alpha, and the CAPM calculates the firms expected returns. The paper examines the results of all the calculations, and assesses what the findings say about the companies discussed. This paper includes a Microsoft excel spreadsheet containing all of the data for the calculations.

 

KEYWORDS: Capital asset pricing model, market model, Barclays, Diageo, Intercontinental Hotels Group, IHG, Imperial Tobacco, Vodafone, beta, alpha, CAPM, expected returns, portfolio management,

 
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