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What is another word for systematic risk?

Pronunciation: [sˌɪstəmˈatɪk ɹˈɪsk] (IPA)

Systematic risk refers to the potential for losses within an entire market or asset class, caused by external factors that cannot be diversified away. Synonymous terms for systematic risk include market risk, undiversifiable risk, and non-diversifiable risk. Market risk captures the possibility of general market fluctuations affecting the value of investments. Undiversifiable risk emphasizes the inability of investors to mitigate this risk through diversification. Non-diversifiable risk emphasizes the fact that it applies to the entire market and affects all investments within it. Regardless of the term used, understanding and managing systematic risk is crucial for investors, as it highlights the importance of diversifying their portfolios and implementing risk management strategies.
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What are the opposite words for systematic risk?

The opposite of systematic risk is unsystematic risk. Unlike systematic risk, which affects the entire market or a particular segment of the market, unsystematic risk is unique to a particular firm or industry. Unsystematic risk is also known as idiosyncratic risk or company-specific risk. Examples of unsystematic risk include management errors, changes in leadership, labor strikes, lawsuits, and natural disasters that impact a company or industry. This type of risk can be minimized through diversification, which involves investing in a variety of companies, industries, and asset classes. By investing in multiple stocks or mutual funds, investors can reduce the impact of unsystematic risk and achieve a balanced portfolio.

What are the antonyms for Systematic risk?

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