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What is another word for NON-DIVERSIFIABLE RISK?

Pronunciation: [nˈɒnda͡ɪvˈɜːsɪfˌa͡ɪəbə͡l ɹˈɪsk] (IPA)

Non-diversifiable risk refers to the type of risk that cannot be mitigated through diversification. It is a systematic risk that affects an entire market or industry, making it impossible to reduce or eliminate by investing in a diverse portfolio. Synonyms for non-diversifiable risk include market risk, systematic risk, undiversifiable risk, or systemic risk. These terms highlight the fact that this type of risk is inherent in the overall market or systemic factors and cannot be eliminated by investing in different assets. Understanding non-diversifiable risk is crucial for investors to assess and manage their overall exposure to market fluctuations and economic uncertainties.
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What are the opposite words for NON-DIVERSIFIABLE RISK?

Non-diversifiable risk refers to a type of investment risk that affects the overall market, and cannot be reduced through diversification. Antonyms for non-diversifiable risk would include diversifiable risk or specific risk. Diversifiable risk, also known as company-specific risk or unsystematic risk, is the risk that is associated with a specific company or industry, and can be reduced through diversification across different industries and investments. On the other hand, specific risk refers to a risk that is unique to a particular asset or investment, and can be diversified away through investing in a mix of assets with varying risks. By diversifying one's portfolio across multiple investments with varying levels of risk, investors can effectively mitigate both diversifiable and specific risks.

What are the antonyms for Non-diversifiable risk?

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