To calculate the beta of a security, the covariance between the return of the security and the return of the market must be known, as well as the variance of the market returns. Covariance measures how two stocks move together.
What factors determine the beta of a stock?
A security's beta is calculated by dividing the product of the covariance of the security's returns and the market's returns by the variance of the market's returns over a specified period.
What is the β value of the stock market?
Beta is a measure of a stock's volatility in relation to the overall market. By definition, the market, such as the Sɪmp;P 500 Index, has a beta of 1.0, and individual stocks are ranked according to how much they deviate from the market. A stock that swings more than the market over time has a beta above 1.0.
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Regression www westga edu/academics/research/vrc/assets/docs/linear_regression_notes pdf these questions do not imply a causal relationship ▫ In this example GPA is the explanatory variable (or the independent variable) and self-esteem is the
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