Beta is the most widely-used financial metric to describe stock volatility. Negative beta stocks move inversely to the S&P 500 Index.
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....
This looks at the past price movements to measure how much prices deviated from their average over the past year. It gives you an idea of whether a stock has generally seen a lot of up and down movement in the past, or if it has been relatively stable. Implied volatility. This indicat...
returns would be correlated with the market’s overall direction, but would return double what the market did during the period. This would be an example of a very high Beta stock and would offer a
Isolating and removing the debt component of overall risk results in unlevered beta. The level of debt that a company has can affect its performance, making it more sensitive to changes in its stock price. Note that the company being analyzed has debt in its financial statements, but unlevered...
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By Chainika Thakar and Jay Maniar ‘Beta’ in the stock market and how we can use beta effectively to hedge against market risk. We will also see how to calculate the beta of any stock in python. So let us begin, by understanding a few basic questions that should come to our mind ...
These defensive ETFs can weather the ups and downs of a choppy market better than others. Tony DongMarch 17, 2025 7 Best International Stock Funds to Buy International funds can help investors easily diversify away from a U.S.-heavy stock portfolio. ...
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or low-beta stocks for added stability. However, it’s essential to remember that while beta offers insight into expected price volatility, it doesn’t predict the direction of price changes and should be evaluated in conjunction with other factors, like a stock’s fundamentals, when making inve...