Beta
An important measure of a stock's (or a portfolio's) volatility in relation to the Standard & Poor's 500, which by definition has a beta of 1.0. A beta higher than this implies greater volatility than the overall market.
beta investment & finance definition
Listen
A measure of a stock's relative volatility. The Standard & Poor's 500 Stock Index has a beta coefficient of 1.
beta
A measure of the volatility, or systematic risk, of a stock, fund or portfolio in comparison to the overall market, usually the S&P 500.
Beta
quantifies a stocks price volitility compared to the price performance of the S&P 500 index accross the span of a year.
CATEGORIES ...
Beta Factors: How They Can Be Used In The Current Situation
by Andy George ...
Beta Coefficient
Beta Coefficient
This indicator is the measure of the security's systematic risk. Beta Coefficient demonstrates the relative inconstancy of a security, or portfolio, compared to the market situation.
Beta Coefficient is one of technical indicator used in forex technical analysis. Beta Coefficient used in regression analysis. A beta of 1 indicates that the security's price will move with the market.
Beta is a key component of the capital asset pricing model and enables us to predict the expected return on equity as a function of leverage and security risk.
Beta Coefficient
The Beta coefficient, or financial elasticity (sensitivity of the asset returns to market returns, relative volatility), is a key parameter in the Capital asset pricing model (CAPM).
Beta - measures volatility of that specific security in relation to the market's volatility.
A beta of 1 means that that security moves precisely with the market and is fully diversified.
Beta
It is a number which describes the relation of returns of stock or portfolio with the financial market as a whole.
Advertisement ...
The Beta Coefficient in terms of finance and investing is a measure of the systematic risk of a stock or portfolio. It quantifies relative volatility in relation to the overall market, which is defined as having a beta of 1.0.
Beta
A statistical measure of the relative volatility of a stock, fund, or other security in comparison with the market as a whole. The beta for the market is 1.00. Stocks with betas above 1.
Beta Rules of Thumb
Beta values are fairly easy to interpret too. If the stock's price experiences movements that are greater - more volatile - than the stock market, then the beta value will be greater than 1.
Beta of a diversified portfolio is equal?
How do you determine a portfolio's beta value?
Post a question - any question - to the WikiAnswers community: ...
The Beta of a leveraged required return; that is, the beta as adjusted for the degree of Leverage in the firm`s Capital structure.
Related Links: ...
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. The market beta is set at 1.
Beta changes are triggered by changes in the future prospects of the company. Therefore, beta figures can be used to judge the future trends in the price of the stock.
Beta is a statistically generated number used to measure volatility of a security in comparison to the market and determine the risk of the security compared to market risk, which is always 1.
Next Term:
Bid Price ...
But beta only measures systematic risk. Thus, a company or a portfolio with a beta less than one would have the systematic component of risk less volatile than the market. But what about the idiosyncratic risk component?
Beta
A measure of an investment's volatility relative to a chosen benchmark. For stocks or stock funds, the benchmark is usually the S&P 500. For bonds or bond funds, it is Treasury bills. The beta of the benchmark is always 1.00.
Beta
Beta (beta factor) states the extent to which the price of a share follows the performance of an index - i.e. whether the share is outperforming or underperforming the market.
Beta: A measure of a stock's volatility in comparison to the S&P 500 index. The S&P 500 index is given a value of 1. If a stock is more volatile than the S&P 500 index, it will have a beta greater than 1.
Beta:
Beta is a measure of the volatility (aka instability or risk) of a stock offering relative to the overall market average.
Beta
A measure of the volatility of a stock relative to the overall market. A beta of less than one indicates lower risk than the market; a beta of more than one indicates higher risk than the market.
BETA
A measure of the magnitude of a portfolio's past share-price fluctuations in relation to the fluctuations in the overall market (or appropriate market index). The market, or index, has a beta of 1.
Beta: A measure of a stock's relative volatility to the market. Beta is a statistical estimate, based on historical data, ...
BETA »BETA report
Beta is a risk measure comparing the volatility of a stock's price movement to the general market.
Overview ...
Beta: A statistical measure of a stock's volatility compared with the overall market. A beta of less than 1.0 indicates lower risk than the market; a beta of more than 1.0 indicates higher risk than the market.1 ...
Beta:
Beta is defined as the linear regression slope of a stock portfolio (or a single stock), the benchmark over a specified period of time.
BETA
is a coefficient that measures a stock's relative volatility relative to the market. A beat greater than one is more volatile than the market.
Beta - The measure of a fund's or a stock's risk in relation to the market or to an alternative benchmark. A beta of 1.5 means that a stock's excess return is expected to move 1.5 times the market excess returns. E.g.
beta " how a fund or stock's value fluctuates relative to changes in an index like the TSE; an average stock has a beta of 1.0; the lower the number, the lower the variation ...
Beta A measurement of a stock’s volatility relative to a market index. Thus, a stock with a Beta of 1 will generally move 1% for a 1% move in the underlying index.
Beta: A measure of volatility that tells how much a stock moves in relation to an index or average. A beta of 1.
Beta - A figure that indicates the historical propensity of a stock price to move with the stock market as a whole. The lowest theoretical Beta is zero indicating no movement.
Beta: A measure of a security's systematic or market risk. While most stocks move in in the same direction as the stock market, the level of the beta indicates the degree of correlation between a security and the market.
Beta - A statistical measure of the volatility of a particular stock's price relative to the price level of the overall market. A stock with a beta of 1.00 is considered to be as volatile, or risky, as the general market.
Beta
A measure of how a stock's movement correlates to the movement of the entire stock market. The Beta is not the same as volatility.
Bid Price
The price at which a buyer is willing to buy an option or stock.
Beta- This term is used to note how volatile or how risky an investment on a security might be when compared to the overall market.
Bid- This is the price one is offering on stocks or commodities.
Beta A measure of a security's volatility or risk. Beta measures its volatility compared to a common market index, like the S&P 500 for large-cap stocks. A stock whose beta equals 1 rises and falls in step with the market.
beta value: See beta value in Mutual Fund section.
bid and asked: Often referred to as the quotation or quote. The bid is the highest price anyone has declared that he/she wants to pay for a security at a given time.
Beta: A statistical term used to illustrate the relationship of the price of an individual security or mutual fund unit to similar securities or financial market indexes.
Beta - The measure of an investment's volatility relative to the overall market
Bid - The sell price of a trading instrument. Also known as a bid price or bid rate.
Beta
A value that reflects a mutual fund's or stock’s unpredictability compared to the S&P 500 Index.
Bid Price ...
Beta
Coefficient that measures the volatility of an ETF's returns relative to the market (the S&P 500). A stock fund of ETF with a higher beta than the S&P 500 will rise or fall to a greater degree.
Beta - The indicator used to measure a stock"s risk relative to the market. The market"s beta is always 1.0 (Based on past statistical records, a beta higher than 1.
Beta: A statistical measure of the price volatility of a security in relation to the entire stock market's volatility.
Bid price: The price a buyer is willing to pay for a security.
Beta - The measure of risk associated with general market or economic conditions. This systematic risk cannot be "diversified away." Beta is used in the TPS™ engine to optimize portfolios of securities.
BETA (STOCKS):
Mathematical measure of a stock's risk in relation to the overall market. 0.7 means a stock price is likely to move up or down 70 % of the market change; 1.3 means the stock is likely to move up or down 30 % more than the market.
Beta
Beta is a measure of volatility of a trading vehicle such as a mutual fund. The general market as measured by the S&P 500 is considered to have a beta of 1.0.
Beta
A measurement of the relationship between the price of a stock and the movement of the whole market.
Beta: a measure of how closely the movement of an individual stock tracks the movement of the entire stock market.
BETA An investment measure of price volatility relative to other, competing, investments; in other words the measure of one commodity's performance against others.
Beta (Coefficient)
A measure of the market/nondiversifiable risk associated with any given security in the market. A ratio of an individual's stock historical returns to the historical returns of the stock market.
Beta (Beta Coefficient): A measure of the variability of rate of return or value of a stock or portfolio compared to that of the overall market, typically used as a measure of riskiness.
Beta
The slope of the market model for the asset, which measures the degree to which the historical returns on the asset change systematically with changes in the market portfolio's return.
BETA EQUATION (STOCKS) The beta of a stock is determined as follows: [(n) (sum of (xy)) ]-[(sum of x) (sum of y)] [(n) (sum of (xx)) ]-[(sum of x) (sum of x)] where: n = # of observations (24-60 months) x = rate of return for the S& ...
Beta: An estimate of an investment’s volatility. The lower the beta, the less risky the investment.
Bid: The highest price that someone is willing to pay for a security or an asset.
Beta
Definition: The measure of a stock's volatility (systematic risk) relative to the market as a whole.Advice: The beta of a stock is calculated by running a regression analysis. The result is a beta coefficient.
 See also: Market, Stock, Investment, Low, Fundamental
|
