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Fundamental beta
Definition:
The product of a statistical model to predict the fundamental Risk of a security using not only price data but also other market-related and financial data. ...
Technical descriptorsIn the model for calculating fundamental beta, ratios in the market variability risk index which rely on market-related data. TechnicianRelated: Technical analysts TenderTo offer for delivery against futures.
Risk indexes
Categories of risk used to calculate fundamental beta, including (1) market variability, (2) earnings variability, (3) low valuation, (4) immaturity and smallness, (5) growth orientation, and (6) financial risk.
 See also: Fundamental, Market, Index, Trading, Beta
  
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