"grad-capm"

"grad-capm" is a skill for Claude Code from charlieviettq/awesome-agent-skill. It costs 85 tokens per session (1,081 once invoked), scanned A, a copy of grad-capm, MIT.

A finance model for estimating an investment's expected return from the risk-free rate, market return premium, and beta. Beta measures how strongly an asset tends to move with the overall market.

In plain words
What is it for?
Use it to estimate a company's cost of equity, compare investment risk, and assess returns against market exposure.
Why use it?
It provides a standard way to compare the return expected for taking market-related risk.

Skill for Claude Code

Written for Claude Code: allowed-tools in frontmatter.

Good fit Use it to estimate a company's cost of equity, compare investment risk, and assess returns against market exposure.

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Install with agentmods
npx agentmods add skills/charlieviettq/awesome-agent-skill/grad-capm
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add charlieviettq/awesome-agent-skill --skill grad-capm
Clone the repo
git clone --depth 1 https://github.com/charlieviettq/awesome-agent-skill

Made for: Claude Code.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for "grad-capm"

README.md
[![agentmods](https://agentmods.dev/badge/skills/charlieviettq/awesome-agent-skill/grad-capm/github.svg)](https://agentmods.dev/skills/charlieviettq/awesome-agent-skill/grad-capm)
Your own site
<a href="https://agentmods.dev/skills/charlieviettq/awesome-agent-skill/grad-capm"><img src="https://agentmods.dev/badge/skills/charlieviettq/awesome-agent-skill/grad-capm/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for "grad-capm"

Your own site · 80×15
<a href="https://agentmods.dev/skills/charlieviettq/awesome-agent-skill/grad-capm"><img src="https://agentmods.dev/badge/skills/charlieviettq/awesome-agent-skill/grad-capm.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 85 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,081 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin 91% copy Near-identical to another mod in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00085 $0.01081
Opus 5 $0.00043 $0.00541
Sonnet 5 $0.00017 $0.00216
Haiku 4.5 $0.00009 $0.00108

Measured 9d ago against content hash 0af55a6ed7cd, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-13, from the pricing page.

Security

Grade A, and why

"grad-capm" scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 9d ago.

The scan reads SKILL.md. This mod also ships 1 executable file (scripts/capm.py), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

Origin

This is a copy

91% identical to grad-capm — 8 lines differ, which has more behind it and is treated as the original. This page carries a canonical link to it rather than competing with it.

.claude/skills/grad-capm/SKILL.md · 112 lines

How it starts

The opening of the file, as written. The whole thing — 112 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Capital Asset Pricing Model (CAPM)

Overview

CAPM (Sharpe, 1964; Lintner, 1965) establishes a linear relationship between systematic risk and expected return. The model states that the expected return on any asset equals the risk-free rate plus a premium for bearing market risk, scaled by the asset's beta.

When to Use

  • Estimating required rate of return for equity valuation
  • Calculating cost of equity in WACC
  • Comparing asset risk via beta
  • Evaluating portfolio performance against the Security Market Line (SML)

When NOT to Use

  • When the asset has significant exposure to size, value, or other factors beyond market risk
  • For illiquid or non-traded assets where beta estimation is unreliable
  • When market portfolio proxy is questionable (Roll's critique)

Assumptions

IRON LAW: CAPM only prices SYSTEMATIC risk — diversifiable (unsystematic)
risk earns NO premium. An asset's expected return depends solely on its
beta with the market portfolio.

Key assumptions:

  1. Investors are mean-variance optimizers with homogeneous expectations
  2. A risk-free asset exists for unlimited borrowing and lending
  3. Markets are frictionless — no taxes, transaction costs, or short-selling constraints
  4. All assets are infinitely divisible and publicly traded

Methodology

Step 1 — Identify Inputs

  • Risk-free rate (Rf): government bond yield matching investment horizon
  • Market return E(Rm): historical average or forward-looking estimate
  • Beta: regression of asset returns against market returns

Step 2 — Compute Expected Return

E(Ri) = Rf + Bi x (E(Rm) - Rf). See references/derivation.md for the derivation from mean-variance optimization.

Step 3 — Plot on Security Market Line

Assets above the SML are undervalued (positive alpha); below are overvalued (negative alpha).

Step 4 — Interpret and Decide

  • Beta > 1: amplifies market moves, higher risk-higher expected return
  • Beta < 1: dampens market moves, lower risk-lower expected return
  • Beta = 0: returns equal the risk-free rate

Read the full file on GitHub · 112 lines

Files

What ships with it

3 files beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 9d ago First seen · 112 lines · 85 tokens per session scan A 0af55a6ed7cd

Subscribe to this mod's changes

"grad-capm" is a skill published in the GitHub repository charlieviettq/awesome-agent-skill (26 stars, last pushed 1mo ago), licensed MIT. It adds 85 tokens to every session and 1,081 once invoked, about $0.0004 per session on Opus 5. A static security scan graded it A with 0 findings. It is 91% identical to grad-capm, differing in 8 lines, and is treated as a copy.

Related

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