Bad Beta, Good Beta This paper explains the size and value "anomalies" in stock returns using an economically motivated two-beta model. We break the CAPMbeta of a stock w CT Vuolteenaho - 《American Economic Review》 被引量: 1577发表: 2004年 Bad Beta, Good Beta This paper explains the...
Bad beta good beta, state-space news decomposition and the cross-section of stock returnsBad Beta Good BetaNews decompositionCross-sectionSize EffectState Spacep>This study employs an innovative market-based approach, where return on equity (ROE) is employed as a proxy for cash-flow news and a...
Bad Beta, Good Beta John Y. Campbell and Tuomo Vuolteenaho 1 First draft: August 2002 This draft: June 2004 Abstract This paper explains the size and value “anomalies” in stock returns using an economically motivated two-beta model. We break the beta of a stock with the market portfolio...
Beta: The good, the bad and the smart : Explaining the cross-section of Nordic stock market return variation using a two-beta model 来自 Semantic Scholar 喜欢 0 阅读量: 9 作者: M Ihanainen 年份: 2019 收藏 引用 批量引用 报错 分享 ...
Beta 1.79 Rev. per Employee N/A P/E Ratio N/A EPS -$0.0391 Yield N/A Dividend N/A Ex-Dividend Date N/A Short Interest 7.58M 01/15/25 % of Float Shorted 8.75% Average Volume 1.46M Performance 5 Day -1.24% 1 Month 11.68% 3 Month -21.77% YTD 2.80% 1 Year -...
Beta0.89 Rev. per Employee$67.45K P/E Ratio11.95 EPS$0.2111 YieldN/A DividendN/A Ex-Dividend DateN/A Short Interest39.26K01/15/25 % of Float Shorted0.49% Average Volume10.65K Performance 5 Day -0.68% 1 Month 2.96% 3 Month -8.93% ...
24M Beta 1.11 Altman Z Score - Technicals Title 10D SMA 50D SMA 200D SMA Simple Moving Average 16.19 16.26 15.54 Last Price vs SMA -0.77% -1.22% +3.37% More On Moving Averages » GOOD Transcripts Gladstone Commercial Corporation (GOOD) Q4 2024 Earnings Call TranscriptSA TranscriptsWed, Fe...
We then extend the "good beta, bad beta" approach of Campbell and Vuolteenaho (2004) by allowing for a third beta: exposure to interest rate news. Using various stock portfolio sorts, we find that interest rate betas carry a higher price of risk than the betas for cash flow news and ...
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With Google's competitive advantage and cash reserves, it has abetaof 1.03, which is significantly less than its smaller competitors that have a beta of 1.6 on average. Additionally, during the Great Recession, many of its competitors were unable to survive, with others falling to the brink ...