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单词 systematic risk
释义
systematic risk

Economics
  • Risk arising from disturbances which affect all projects in a class. This type of risk cannot be reduced by diversification. This is contrasted with non-systematic or idiosyncratic risk, where the disturbances affecting different projects are independent, so that the overall risk of a portfolio of assets can be reduced by dividing it among a number of projects. In the stock market, for example, risk is partly systematic: there are market-level factors that affect most share prices in the same direction. It is also partly idiosyncratic: every industry and every company is affected by different random disturbances. This should be distinguished from the systemic risk.


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