{"id":10919,"date":"2026-09-20T00:08:52","date_gmt":"2026-09-19T15:08:52","guid":{"rendered":"https:\/\/triumphmind.com\/cma\/2026\/09\/20\/g2-quant-14\/"},"modified":"2026-09-20T00:19:02","modified_gmt":"2026-09-19T15:19:02","slug":"g2-quant-14","status":"publish","type":"post","link":"https:\/\/triumphmind.com\/cma\/2026\/09\/20\/g2-quant-14\/","title":{"rendered":"\u30de\u30eb\u30c1\u30d5\u30a1\u30af\u30bf\u30fc\u30fb\u30e2\u30c7\u30eb\u3068\u306f\uff1f\u610f\u5473\u3068\u8a66\u9a13\u3067\u554f\u308f\u308c\u308b\u30dd\u30a4\u30f3\u30c8\uff5c\u8a3c\u5238\u30a2\u30ca\u30ea\u30b9\u30c82\u6b21\u30fb\u6570\u91cf\u5206\u6790\u3068\u78ba\u7387\u30fb\u7d71\u8a08"},"content":{"rendered":"<style>.cma-tbl{margin:1.2em 0 1.6em;overflow-x:auto;-webkit-overflow-scrolling:touch;border-radius:8px;box-shadow:0 1px 4px rgba(34,0,94,.12);}.cma-tbl table{width:100%;border-collapse:collapse!important;margin:0!important;font-size:15px;line-height:1.6;background:#fff;border:none!important;}.cma-tbl 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class=\"cma-formula\">R<sub>i<\/sub> \u2212 R<sub>f<\/sub> \uff1d \u03b1<sub>i<\/sub> \uff0b \u03b2<sub>i1<\/sub>F<sub>1<\/sub> \uff0b \u03b2<sub>i2<\/sub>F<sub>2<\/sub> \uff0b \u2026 \uff0b \u03b2<sub>iK<\/sub>F<sub>K<\/sub> \uff0b \u03b5<sub>i<\/sub><small>F\uff1a\u30d5\u30a1\u30af\u30bf\u30fc\u30fb\u30ea\u30bf\u30fc\u30f3\u3001\u03b2\uff1a\u30d5\u30a1\u30af\u30bf\u30fc\u611f\u5fdc\u5ea6\u3001\u03b5\uff1a\u56fa\u6709\uff08\u6b8b\u5dee\uff09\u30ea\u30bf\u30fc\u30f3<\/small><\/div>\n<div class=\"cma-formula\">E\uff3bR<sub>i<\/sub>\uff3d \u2212 R<sub>f<\/sub> \uff1d \u03a3 \u03b2<sub>ik<\/sub> \u00d7 \u03bb<sub>k<\/sub><small>\u03bb<sub>k<\/sub>\uff1a\u30d5\u30a1\u30af\u30bf\u30fc\u30fb\u30d7\u30ec\u30df\u30a2\u30e0\uff08\u30a2\u30eb\u30d5\u30a1\u30920\u3068\u3057\u305f\u5834\u5408\uff09<\/small><\/div>\n<div class=\"cma-formula\">\u03c3<sub>i<\/sub><sup>2<\/sup> \uff1d \u03b2&#8217;\u03a3<sub>F<\/sub>\u03b2 \uff0b \u03c3<sub>\u03b5<\/sub><sup>2<\/sup><small>\u03a3<sub>F<\/sub>\uff1a\u30d5\u30a1\u30af\u30bf\u30fc\u306e\u5206\u6563\u5171\u5206\u6563\u884c\u5217\u3002\u7b2c1\u9805\u304c\u5171\u901a\uff08\u30b7\u30b9\u30c6\u30de\u30c6\u30a3\u30c3\u30af\uff09\u30ea\u30b9\u30af\u3001\u7b2c2\u9805\u304c\u56fa\u6709\u30ea\u30b9\u30af<\/small><\/div>\n<h2>\u5177\u4f53\u4f8b\u3067\u78ba\u8a8d<\/h2>\n<p>\u3042\u308b\u682a\u5f0f\u306e\u8d85\u904e\u30ea\u30bf\u30fc\u30f3\u30923\u30d5\u30a1\u30af\u30bf\u30fc\u3067\u56de\u5e30\u3057\u3001\u5e02\u5834\u03b2\uff1d1.1\u3001SMB\u03b2\uff1d0.4\u3001HML\u03b2\uff1d\u22120.2 \u304c\u5f97\u3089\u308c\u305f\u3068\u3057\u307e\u3059\u3002\u30d5\u30a1\u30af\u30bf\u30fc\u30fb\u30d7\u30ec\u30df\u30a2\u30e0\u306f\u305d\u308c\u305e\u308c\u5e746\uff05\u30012\uff05\u30013\uff05\u3068\u3057\u307e\u3059\u3002<\/p>\n<ul>\n<li>\u671f\u5f85\u8d85\u904e\u30ea\u30bf\u30fc\u30f3 \uff1d 1.1\u00d76\uff05 \uff0b 0.4\u00d72\uff05 \uff0b\uff08\u22120.2\uff09\u00d73\uff05 \uff1d 6.6\uff05 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class=\"cma-exam-title\">\u8a66\u9a13\u3067\u554f\u308f\u308c\u3084\u3059\u3044\u30dd\u30a4\u30f3\u30c8<\/p>\n<ul>\n<li>\u30d5\u30a1\u30af\u30bf\u30fc\u611f\u5fdc\u5ea6\u304b\u3089\u306e\u671f\u5f85\u30ea\u30bf\u30fc\u30f3\u306e\u8a08\u7b97\uff08\u7b26\u53f7\u306e\u30de\u30a4\u30ca\u30b9\u306b\u6ce8\u610f\uff09\u3002<\/li>\n<li>\u7dcf\u30ea\u30b9\u30af\u3092\u5171\u901a\u30ea\u30b9\u30af\u3068\u56fa\u6709\u30ea\u30b9\u30af\u306b\u5206\u89e3\u3059\u308b\u8a08\u7b97\u3068\u3001\u30d5\u30a1\u30af\u30bf\u30fc\u9593\u306b\u76f8\u95a2\u304c\u3042\u308b\u3068\u304d\u306f\u5171\u5206\u6563\u9805\u304c\u5165\u308b\u70b9\u3002<\/li>\n<li>\u4fc2\u6570\u306e\u610f\u5473\u306f\u300c\u4ed6\u306e\u30d5\u30a1\u30af\u30bf\u30fc\u3092\u4e00\u5b9a\u3068\u3057\u305f\u3068\u304d\u300d\u306e\u611f\u5fdc\u5ea6\u3067\u3042\u308b\u3053\u3068\u3002\u5358\u56de\u5e30\u306e\u30d9\u30fc\u30bf\u3068\u306f\u4e00\u822c\u306b\u4e00\u81f4\u3057\u307e\u305b\u3093\u3002<\/li>\n<li>\u30a2\u30eb\u30d5\u30a1\u304c\u6709\u610f\u306b\u6b63\u306a\u3089\u30d5\u30a1\u30af\u30bf\u30fc\u3067\u8aac\u660e\u3067\u304d\u306a\u3044\u8d85\u904e\u30ea\u30bf\u30fc\u30f3\u304c\u3042\u308b\u3001\u3068\u3044\u3046\u8a55\u4fa1\u306e\u8aad\u307f\u65b9\u3002<\/li>\n<li>\u8a18\u8ff0\u5f0f\u3067\u306f\u3001\u56de\u5e30\u7d50\u679c\u306e\u8868\u304b\u3089\u30e2\u30c7\u30eb\u3092\u8a55\u4fa1\u3055\u305b\u308b\uff08R<sup>2<\/sup>\u3001t\u5024\u3001\u591a\u91cd\u5171\u7dda\u6027\u306a\u3069\uff09\u554f\u984c\u306b\u5099\u3048\u307e\u3057\u3087\u3046\u3002<\/li>\n<\/ul>\n<\/div>\n<h2>\u8981\u70b9\u307e\u3068\u3081<\/h2>\n<ul>\n<li>\u30de\u30eb\u30c1\u30d5\u30a1\u30af\u30bf\u30fc\u30fb\u30e2\u30c7\u30eb\u306f\u3001\u30ea\u30bf\u30fc\u30f3\u3092\u8907\u6570\u30d5\u30a1\u30af\u30bf\u30fc\u3067\u8aac\u660e\u3059\u308b\u91cd\u56de\u5e30\u30e2\u30c7\u30eb\u3067\u3059\u3002<\/li>\n<li>\u611f\u5fdc\u5ea6\u306f\u6642\u7cfb\u5217\u56de\u5e30\uff08\u6700\u5c0f\u4e8c\u4e57\u6cd5\uff09\u3067\u63a8\u5b9a\u3057\u307e\u3059\u3002<\/li>\n<li>\u671f\u5f85\u8d85\u904e\u30ea\u30bf\u30fc\u30f3\uff1d\u03a3\uff08\u611f\u5fdc\u5ea6\u00d7\u30d5\u30a1\u30af\u30bf\u30fc\u30fb\u30d7\u30ec\u30df\u30a2\u30e0\uff09\u3001\u30ea\u30b9\u30af\u306f\u5171\u901a\uff0b\u56fa\u6709\u306b\u5206\u89e3\u3067\u304d\u307e\u3059\u3002<\/li>\n<li>\u8a55\u4fa1\u306f\u6c7a\u5b9a\u4fc2\u6570\u3001t\u5024\u3001\u30a2\u30eb\u30d5\u30a1\u3001\u6b8b\u5dee\u306e\u6027\u8cea\u3068\u4fc2\u6570\u306e\u5b89\u5b9a\u6027\u3067\u884c\u3044\u307e\u3059\u3002<\/li>\n<\/ul>\n<div class=\"cma-link-box\">\n<p class=\"cma-link-box-title\">\u25b6 \u3042\u308f\u305b\u3066\u8aad\u307f\u305f\u3044<\/p>\n<p><a href=\"https:\/\/triumphmind.com\/cma\/2026\/09\/19\/cma2-quantitative\/\">\u3010\u8a3c\u5238\u30a2\u30ca\u30ea\u30b9\u30c82\u6b21\u3011\u6570\u91cf\u5206\u6790\u3068\u78ba\u7387\u30fb\u7d71\u8a08\u3067\u5b66\u3076\u5185\u5bb9\u306e\u4e00\u89a7\u306b\u623b\u308b<\/a><\/p>\n<p><a href=\"https:\/\/triumphmind.com\/cma\/2026\/09\/20\/g2-quant-09\/\">\u6c7a\u5b9a\u4fc2\u6570\u3068\u81ea\u7531\u5ea6\u4fee\u6b63\u6e08\u307f\u6c7a\u5b9a\u4fc2\u6570<\/a><\/p>\n<p><a href=\"https:\/\/triumphmind.com\/cma\/2026\/09\/20\/g2-quant-12\/\">\u591a\u91cd\u5171\u7dda\u6027\u30fb\u4e0d\u5747\u4e00\u5206\u6563\u30fb\u7cfb\u5217\u76f8\u95a2<\/a><\/p>\n<p><a href=\"https:\/\/triumphmind.com\/cma\/2026\/09\/20\/g2-quant-17\/\">\u4e3b\u6210\u5206\u5206\u6790\u306e\u591a\u5909\u6570\u3078\u306e\u4e00\u822c\u5316<\/a><\/p>\n<\/div>\n<p>\u8a3c\u5238\u30a2\u30ca\u30ea\u30b9\u30c8\u30a2\u30ab\u30c7\u30df\u30fc\u306eYouTube\uff08<a href=\"https:\/\/www.youtube.com\/@cma-fa-academy\" target=\"_blank\" rel=\"noopener\">@cma-fa-academy<\/a>\uff09\u3067\u306f\u3001\u5b66\u7fd2\u30dd\u30a4\u30f3\u30c8\u306b\u6cbf\u3063\u3066\u8ad6\u70b9\u30921\u3064\u305a\u3064\u89e3\u8aac\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n<p><a href=\"https:\/\/utage-system.com\/page\/98Nqc5o0yBvT\" target=\"_blank\" rel=\"noopener\">\u25b6 \u8a3c\u5238\u30a2\u30ca\u30ea\u30b9\u30c8\u30b3\u30df\u30e5\u30cb\u30c6\u30a3\u30fc\u306b\u53c2\u52a0\u3059\u308b<\/a><\/p>\n<p style=\"font-size:0.85em;\">\u203b\u5b66\u7fd2\u30dd\u30a4\u30f3\u30c8\u306f\u65e5\u672c\u8a3c\u5238\u30a2\u30ca\u30ea\u30b9\u30c8\u5354\u4f1a\u300c\u30102026\u5e74\u5ea6\u3011CMA\u8cc7\u683c\u306e\u53d6\u5f97\u306b\u6c42\u3081\u3089\u308c\u308b\u4e3b\u8981\u5b66\u7fd2\u4e8b\u9805\u3068\u5b66\u7fd2\u30dd\u30a4\u30f3\u30c8\u300d\u3088\u308a\u5f15\u7528\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u682a\u5f0f\u30ea\u30bf\u30fc\u30f3\u3092\u8907\u6570\u306e\u30d5\u30a1\u30af\u30bf\u30fc\u3067\u8aac\u660e\u3059\u308b\u30de\u30eb\u30c1\u30d5\u30a1\u30af\u30bf\u30fc\u30fb\u30e2\u30c7\u30eb\u306b\u3064\u3044\u3066\u3001\u91cd\u56de\u5e30\u306b\u3088\u308b\u611f\u5fdc\u5ea6\u306e\u6c42\u3081\u65b9\u3001\u671f\u5f85\u30ea\u30bf\u30fc\u30f3\u3068\u30ea\u30b9\u30af\u5206\u89e3\u306e\u8a08\u7b97\u4f8b\u3001\u30e2\u30c7\u30eb\u8a55\u4fa1\u306e\u8996\u70b9\u307e\u3067\u3001\u8a3c\u5238\u30a2\u30ca\u30ea\u30b9\u30c82\u6b21\u8a66\u9a13\u3067\u554f\u308f\u308c\u3084\u3059\u3044\u30dd\u30a4\u30f3\u30c8\u3092\u89e3\u8aac\u3057\u307e\u3059\u3002<\/p>\n","protected":false},"author":1,"featured_media":10918,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_jin_ogp_image_url":"","_jin_last_featured_id":0,"footnotes":""},"categories":[22],"tags":[],"class_list":["post-10919","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-glossary"],"_links":{"self":[{"href":"https:\/\/triumphmind.com\/cma\/wp-json\/wp\/v2\/posts\/10919","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/triumphmind.com\/cma\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/triumphmind.com\/cma\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/triumphmind.com\/cma\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/triumphmind.com\/cma\/wp-json\/wp\/v2\/comments?post=10919"}],"version-history":[{"count":1,"href":"https:\/\/triumphmind.com\/cma\/wp-json\/wp\/v2\/posts\/10919\/revisions"}],"predecessor-version":[{"id":11143,"href":"https:\/\/triumphmind.com\/cma\/wp-json\/wp\/v2\/posts\/10919\/revisions\/11143"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/triumphmind.com\/cma\/wp-json\/wp\/v2\/media\/10918"}],"wp:attachment":[{"href":"https:\/\/triumphmind.com\/cma\/wp-json\/wp\/v2\/media?parent=10919"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/triumphmind.com\/cma\/wp-json\/wp\/v2\/categories?post=10919"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/triumphmind.com\/cma\/wp-json\/wp\/v2\/tags?post=10919"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}