Systematic vs Unsystematic Risk

Investment Management and Portfolio Theory · 3:12

Listen on 93

Lyrics

[Verse 1]
When you buy a stock or bond today
There are risks that come into play
Two different types you need to know
One stays put, one you can let go

Market forces pull us all around
Economic news shakes every ground
But company problems stand alone
In their specific risk zone

[Chorus]
Systematic can't escape
Market-wide, it takes its shape
Unsystematic goes away
Diversify and you're okay
Only systematic matters for the price
'Cause specific risk you can slice and dice

[Verse 2]
Interest rates and GDP
Affect the whole economy
War and inflation, recession fears
Touch every stock for many years

But if Tesla has a recall
Or Apple's CEO takes a fall
That's unsystematic, company-specific
Portfolio spread makes it terrific

[Chorus]
Systematic can't escape
Market-wide, it takes its shape
Unsystematic goes away
Diversify and you're okay
Only systematic matters for the price
'Cause specific risk you can slice and dice

[Bridge]
Thirty stocks or even more
Spread your risk from shore to shore
Different sectors, different size
Watch unsystematic risk subside
Beta measures systematic exposure
Market risk needs fair disclosure

[Chorus]
Systematic can't escape
Market-wide, it takes its shape
Unsystematic goes away
Diversify and you're okay
Only systematic matters for the price
'Cause specific risk you can slice and dice

[Outro]
So remember when you're pricing assets right
Only systematic risk affects the sight
Diversification is your saving grace
Puts unsystematic risk right in its place

← Portfolio Diversification Basics | The Efficient Frontier →