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,...
在股市的战术分析中，股票换手率（Turnover）、贝塔系数（Beta）和股票回报率（Stock Returns）是衡量投资策略关键的三大指标。换手率，简单来说，是股票在一定时间内买卖交易量与股票总数的比例，它反映了市场的活跃程度和投资者的参与度。贝塔系数，如同市场波动的敏感度尺，低贝塔股票往往显示出相对较低...
To check this assumption in a PERMANOVA setting a dispersion test using the ‘betadisper()’ function can be performed where a significant result (P < 0.05) indicates an unequal variance between groups and therefore a violation of the assumptions of PERMANOVA. If this assumption is satisfied...
Beta values can shift over time because they’re tied to market fluctuations. Investors use beta to align their portfolios with their risk tolerance levels, targeting high-beta stocks for potentially higher returns with more risk, or low-beta stocks for added stability. However, it’s essential ...
Vaxart scoredhigher than 38% of companiesevaluated by MarketBeat, and ranked 799th out of 1,000 stocks in the medical sector. Scores are calculated by averaging available category scores, with extra weight given to analysis and valuation. ...
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k[i]=3+kurtosis(ret1[s[i]:s[(i+1)]]) } time0[s[which(k>quantile(k,.95))]]# which months plot(k~time0[s[1:(length(s)-1)]],ty="b",xlab="Time",ylab="Monthly Kurtosis", main="Monthly Kurtosis over Time") abline(a=quantile(k,.90),b=0,lwd=2,col=2) ...
• Institutional heterogeneity matters in affecting returns when corruption is present. • Bureaucracy can improve business practices and increase returns by reducing red tape. • Law and order is distorted by corruption, and consequently lowers stock returns. ...
Get latest insider trading in the last 1 month /beta/ Calculate the true beta value of any stock real-time. /news/ View breaking, crypto, forex and merger news /trading_halts/ View trading halts /correlation/ View correlation between tickers ...
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