In finance, the beta of an investment indicates whether the investment is more or less volatile .... The equation of the SML, giving the expected value of the return on asset i, is thus: ... In the same way a stock's beta shows its relation to market shifts, it is also an indicator for required returns on investment (ROI). Given a ...
Beta is a measure of the volatility, or systematic risk, of a security or a ... A security's beta should only be used when a security has a high R-squared value in relation ... For example, if a stock's beta is 1.2, it's theoretically 20% more volatile than ...
Jan 3, 2017 ... How should investors assess risk in the stocks they buy or sell? As you can imagine, ... Value investors scorn the idea of beta because it implies that a stock that has fallen sharply in value is more risky than it was before it fell.
Apr 8, 2017 ... Find out more about beta, what a stock's or portfolio's beta ... The resulting value is multiplied by the correlation of the security's returns and the ...
Stock beta estimates for 100 US large cap stocks. Our time-varying betas reflect recent market conditions and stock behavior and is updated weekly.
Sep 6, 2017 ... Provides a definition of beta including its theory, the pros and cons of the metric, explains how to use beta values when analyzing a stock and ...
Beta - Definition for Beta from Morningstar - A measure of a fund's sensitivity to ... to the price of gold and gold-mining stocks than to the overall stock market.
Jan 19, 2012 ... The weighting is based on the ending value, usually of earnings per ... For example, if a stock's beta is 1.2, it's theoretically 20 percent more ...
Beta is a measure of a stock's systematic, or market, risk, and offers investors a good indication of an issue's volatility relative to the overall stock market.