Beta 是股票每周或每月价格变动与市场价格变动之间线性回归的斜率,alpha 是y轴截距。如果一只股票的 beta 为 1,那么人们应该预期当市场上涨或下跌 2% 时,该股票将上涨或下跌 2% 加上它的 alpha。如果它的 beta 是 2,当市场上涨或下跌 2% 时,股票将上涨或下跌 4% 加上它的 alpha。如果它的 beta 接近于 0,...
beta is one number that will never be part of the conversation. Because it’s calculated on historical price movements, you can’t effectively use beta to evaluate companies that have plans to go public or young companies that have recently been listed on Wall Street. ...
Alpha Beta is currently at 2.43. Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrume
The bet illuminated another important investment lesson: Though markets are generally rational, they occasionally do crazy things. Seizing the opportunities then offered does not require great intelligence, a degree in economics or a familiarity with Wall Street jargon such as alpha and beta. What inv...
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Beta1.09 Rev. per Employee$410.00K P/E Ratio39.22 EPS$5.52 YieldN/A DividendN/A Ex-Dividend DateN/A Short Interest70.76M01/31/25 % of Float Shorted0.75% Average Volume36.57M Performance 5 Day -5.29% 1 Month -7.78% 3 Month 9.87% ...
Beta0.76 Rev. per Employee$1.786M P/E Ratio57.83 EPS$1.26 YieldN/A DividendN/A Ex-Dividend DateN/A Short Interest15.81M01/31/25 % of Float Shorted17.55% Average Volume849.86K Recent News Corcept Therapeutics Submits New Drug Application for Cushing's Sydrome Treatment ...
In order to test restrictions on the cointegrating vector, Johansen (1988) defines the two matrices \alpha and \beta , both of dimensions (n × r), where r is the rank of П. The properties of \alpha and \beta are such that П = αβ '. Hence Eq. (6) can be ...
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Assume stocks A and B with pricesPaandPbrespectively, we setPa = alpha + beta*Pband try to find optimalalphaandbeta. One method to findalphaandbetais using a so called Kalman Filter which is a dynamic bayesian model and we use it as an online linear regression model to get our values....