Jeevanand, "The Elasticity of the Price of a Stock and Its Beta." Journal of Applied Quantitative Methods, Vol. 2, pp. 334-342, 2007.Antony, Jeevanand(2011), The Elasticity of the Price of Stock and its Beta, Journal of Applied Quantitative Methods,Vol.2(No.3); 2007....
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Beta measuresa stock's price volatility in relation to price movements in the overallstock market. It is measured relative to a benchmark market index such as the S&P 500 and the NASDAQ. A stock with a beta coefficient greater than one is considered riskier than the broader market. This ind...
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The stock market is full of highs and lows, and it can be difficult to know when to buy or sell. The stock price can go up at one moment, and at the very next moment, it can hit an all-time low. You need to analyze the market properly and make the right decisions, but the ...
Besides, we find that the high individual stock sentiment beta stocks are smaller, younger, more volatile stocks with higher price and higher market beta. After controlling for firm characteristic, the returns of High-Low individual stock sentiment beta portfolios are still significantly positive. ...
For example, if a company with a previously low beta suddenly starts making riskier business decisions and experiencing more dramatic stock price swings, its five-year monthly beta may not increase for several months or even years. Beta’s backward-facing nature also means it’s not very useful...
This study investigates the role of beta in explaining stock returns on the JSE Securities Exchange (JSE) both within a univariate framework and in the context of the small size and low price-to-earnings effects. Using a technique similar to Fama and French (1992), simulated portfolios are ...
A beta that is greater than 1.0 indicates that the security's price is theoretically more volatile than the market. For example, if a stock's beta is 1.2, it is assumed to be 20% more volatile than the market. Technology stocks and small cap stocks tend to have higher betas than the ...