Phrases with «market beta»

Market beta refers to the measure of how much an investment, such as a stock or a portfolio, moves in relation to the overall market. It shows the level of sensitivity of an investment to changes in the market. A market beta of 1 indicates that the investment moves in line with the market, while a beta less than 1 suggests the investment is less volatile than the market, and a beta greater than 1 means the investment is more volatile than the market. Full definition

Sentences with «market beta»

  • That's the real «cost» of market beta. (newtraderu.com)
  • What is the smartest way (having the lowest prediction errors) to estimate market beta across stocks for the purpose of portfolio construction? (cxoadvisory.com)
  • What is the smartest way (having the lowest prediction errors) to estimate market beta across stocks for the purpose of portfolio construction? (cxoadvisory.com)
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