Nonsystematic risk

Nonsystematic risk
Definition: [crh] Nonmarket or firm-specific risk factors that can be eliminated by diversification. Also calleDefinition: d unique risk or diversifiable risk.

Nonsystematic Risk
Nonsystematic risk, in contrast to systematic risk, affects a much smaller number of companies or investments and is associated with investing in a particular product, company, or industry sector.

Nonsystematic risk
Nonsystematic risk results from unpredictable factors, such as poor management decisions, successful competitive products, ...

Portfolio Analysis - Is the methodology which quantified systematic and nonsystematic risk for investment holdings. Harry Markowitz is considered the primary influence in this field.

It's the opposite of the risk posed by individual securities in a class or portfolio, also known as nonsystematic risk. The predictable impact that rising interest rates have on the prices of previously issued bonds is one example of systematic risk.

Taking an action in the foreign exchange market without adjusting for changes in money supply.
Nonsystematic risk ...

nonsystematic risk
nonvoting stock
norex
normal investment practice
Normal Market Size (NMS)
normal retirement
normal trading unit
normalized earnings
North American Industrial Classification System (NAICS) ...

See also: Systematic risk, Diversifiable risk, Firm-specific risk, Specific risk, Expected return