Systematic Risk

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Definition: Systematic Risk

Systematic Risk
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Full Definition of Systematic Risk

Risk which is common to an entire class of assets or liabilities. The value of investments may decline over a given time period simply because of economic changes or other events that impact large portions of the market. Asset allocation and diversification can protect against systematic risk because different portions of the market tend to underperform at different times. also called market risk.

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To help you cite our definitions in your bibliography, here is the proper citation layout for the three major formatting styles, with all of the relevant information filled in.

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https://payrollheaven.com/define/systematic-risk/
Modern Language Association (MLA):
Systematic Risk. PayrollHeaven.com. Payroll & Accounting Heaven Ltd.
May 26, 2024 https://payrollheaven.com/define/systematic-risk/.
Chicago Manual of Style (CMS):
Systematic Risk. PayrollHeaven.com. Payroll & Accounting Heaven Ltd.
https://payrollheaven.com/define/systematic-risk/ (accessed: May 26, 2024).
American Psychological Association (APA):
Systematic Risk. PayrollHeaven.com. Retrieved May 26, 2024
, from PayrollHeaven.com website: https://payrollheaven.com/define/systematic-risk/

Definition Sources

Definitions for Systematic Risk are sourced/syndicated and enhanced from:

  • A Dictionary of Economics (Oxford Quick Reference)
  • Oxford Dictionary Of Accounting
  • Oxford Dictionary Of Business & Management

This glossary post was last updated: 16th November, 2021 | 0 Views.