Beta coefficient

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 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).

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.

Definition
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.
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Bloopers & Blunders: beta coefficient
Quotation
"A means of measuring the volatility of a security or portfolio of securities in comparison with the market as a whole.

Beta Coefficient: A means of measuring the volatility of a security or portfolio of securities in comparison with the market as a whole. A beta of 1 indicates that the security's price will move with the market.

Beta coefficient : Measure of the sensitivity of an asset to market conditions; it is the relevant risk measure for calculating an asset's required rate of return.

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 coefficient
A measurement of the extent to which the returns on a given stock move with stock market.
Beta risk ...

beta coefficient (statistics)
measure of dispersion
skewed; skewness
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The beta coefficient measures an investment's relative volatility or impact of a per-unit change in the independent variable (market) on the dependent variable (portfolio), holding all else constant.

beta coefficient The Beta Coefficient is a concept taken from the popular Capital Asset Pricing... BGN The currency of Bulgaria. ISO international currency code: BGN. Learn more about Bulgaria and the Bulgarian Lev at GoCurrency.

Marginal Significance Level of Test-Statistics: The probability distribution used to test the hypothesis that the beta coefficient does not equal zero.

The result is a beta coefficient. If the beta coefficient is 1, the stock tends to be as volatile as the stock market. A beta greater than 1 means the stock is more volatile, while a beta less than 1 means it's less volatile.

The Standard & Poor's 500 Stock Index has a beta coefficient of 1. The beta of individual stocks, mutual funds, or portfolios is measured in comparison to this index. For example, a stock that has a high beta of 1.

Assuming the Standard and Poor's 500 Index has a beta coefficient (or base) of 1, if the index moves 2% in either direction, a stock with a beta of 1 would also move 2%. Under the same market conditions, however, a stock with a beta of 1.

the risk premium,
the beta coefficient,
Those criteria might be "tilted" in some valuation models in order to anticipate their possible variation in the next future or to adapt them to their historical statistical range or mean
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Security market plane
A plane that shows the relationship between expected return and the beta coefficient of more than one factor.
Security ratings
Commercial rating agencies' assessment of the credit and investment risk of securities.

The probability distribution used to test the hypothesis that the beta coefficient does not equal zero. A T-statistic of approximately 1.65 reflects a 0.90 or 90% confidence and the mar ginal significance is 1-0.90 = 0.1 or 10%.

a portfolio in comparison to the market as a whole. Beta is used in the Capital Asset Pricing Model (CAPM), a model that calculates the expected return of an asset based on its beta and expected market returns. It is also known as "beta coefficient".

[WCSU] 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.

See also: Coefficient, Beta, Market, Stock, Risk