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For International Investors Without Access to Imputation Tax Credits,the Traditional

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For international investors without access to imputation tax credits,the traditional form of the CAPM is not applicable.


Definitions:

Percentile Rank

A statistical measure indicating the relative position of a score within a larger group, showing the percentage of scores it is equal to or greater than.

Standard Deviation

A statistic that measures the dispersion or variability in a dataset relative to its mean, indicating how spread out the numbers are.

Mean

The arithmetic average of a set of values, calculated by dividing the sum of these values by the number of values.

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