WebBeta, which measures an asset’s volatility and can be used to gauge risk, can be used in determining expected return. If a stock has a beta of 1.2, it might be considered 20% riskier than the benchmark and therefore should compensate investors with a higher expected return. If the index returned 10%, the stock should return 12%. WebJul 7, 2024 · Beta is a statistical measure of the volatility of a stock versus the overall market.It’s generally used as both a measure of systematic risk and a performance measure. The market is described as having a beta of 1. … For example, if an asset has a beta of 1.3, it’s theoretically 30% more volatile than the market.
The Difference Between Beta and Volatility
WebThe Cboe Volatility Index, or VIX, the an index created by Cboe Global Markets, which shows the market’s expectations of 30-day short-term. One Cboe Volatility Register, or VIX, is an index created by Cboe Global Markets, which viewing to market’s expectation the 30-day volatility. Investing. Stocks; Bonds; Fixed Income; WebOct 3, 2024 · Beta is a metric used to measure a stock’s volatility compared to the overall stock market. Learn about the pros and cons of using beta in your investment decisions. dクロルフェニラミン 小児
Beta (finance) - Wikipedia
WebMar 21, 2024 · Beta can be calculated using regression analysis. Types of Volatility 1. Historical Volatility. This measures the fluctuations in the security’s prices in the past. It … Webmeasures the tendency of two data sets to move in the same direction, but it does not account for the relative size of those directional moves. Another key statistical measure – Beta - accounts for both direction and relative volatility and can therefore be more insightful when comparing the return streams of two investments. WebJan 10, 2024 · Beta is a measure of a stock’s historical volatility in comparison with that of a market index such as the S&P 500. Stocks with a beta above 1 tend to be more … d-クロルフェニラミン 眠気