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What is another word for unsystematic risk?

Pronunciation: [ʌnsˌɪstəmˈatɪk ɹˈɪsk] (IPA)

Unsystematic risk, also referred to as specific risk, is a crucial concept in finance. This type of risk is unique to a specific company or industry and cannot be diversified away in a portfolio. Often, investors are concerned about it impacting their investments. Synonyms for unsystematic risk include idiosyncratic risk, company-specific risk, and residual risk. These terms emphasize the notion that this risk factor stems from specific circumstances associated with an individual company, such as management decisions, competition, or regulatory changes. Understanding and managing unsystematic risk is essential for investors to mitigate potential losses and make informed decisions while allocating their funds.
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What are the opposite words for unsystematic risk?

Systematic risk is the type of risk that affects the entire financial market or a particular sector, and it is impossible to eliminate it through diversification. The opposite of systematic risk is unsystematic risk, which arises from factors specific to an industry, company, or asset. Antonyms for unsystematic risk include systematic risk, market risk, and macroeconomic risk. Systematic risk is an unpredictable event, and it affects the entire market or industry, unlike unsystematic risk, which can be controlled through diversification. Market risk, on the other hand, refers to the risk of an entire market declining, and macroeconomic risk is the risk of a country's economy contracting.

What are the antonyms for Unsystematic risk?

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