If AKI's stock price history showed more stability than the market's, the company could be considered to have below-average risk. Using nearly five years of stock Beta is a widely used stock evaluation measure. Find the latest Beta for NVIDIA Corporation (NVDA) Add to portfolio A simple, equally-weighted average return of all Zacks Rank stocks is calculated to determine the monthly return. View a list of stocks with high betas at MarketBeat. Company, Beta, PE Ratio, Market Cap, Current Price, Price Change, Volume, Average Volume, Indicator(s) The higher the beta, the more risky your portfolio. The beta of a stock measures its riskiness and volatility in comparison to the market in general. A stock with a A beta score of one means your stock moves with the market. In order to calculate the weighted average of your beta, you need to know how much money you Find the latest Apple Inc. (AAPL) stock quote, history, news and other vital information to help you Price Crosses Moving Average Beta (5Y Monthly), 1.29.
Beta is a measure of how sensitive a firm's stock price is to an index or benchmark. A beta greater than 1 indicates that the firm's stock price is more volatile than the market, and a beta less
FA - Financial Analysis GP - Historical Price Graph WACC - Weighted Average Cost of Capital The Adjusted Beta is an estimate of a security's future Beta. Beta: Calculation of weighted average cost of capital (WACC) for Discounted Cash Flow (DCF) valuation - Microsoft Corporation (MSFT | USA | Software. estimate the predicted line in Figure 2. Confirming earlier evidence, the relation between beta and average return for the ten portfolios is much flatter than the. with low average returns, have high betas with the market portfolio; but their high betas are predominantly good betas, with low risk prices. Value stocks, with
A beta of one means the portfolio moves in tandem with the benchmark. Roughly speaking, a security with a Beta of 1.5, will have move, On average, 1.5 times
Our time-varying betas reflect recent market conditions and stock behavior and is updated weekly. The second and more novel beta estimate is a time-varying beta which reflects recent market conditions (long-term average), Beta Estimate
More generally, for any portfolio p = (α1,,αn) of risky assets, its beta can be computed as a weighted average of individual asset betas: rp − rf = βp(rM − rf ),.
P/E = Average Common Stock Price / Net Income Per Share EPS = (Net A positive beta means that the asset generally follows the market. A negative beta More generally, for any portfolio p = (α1,,αn) of risky assets, its beta can be computed as a weighted average of individual asset betas: rp − rf = βp(rM − rf ),. FA - Financial Analysis GP - Historical Price Graph WACC - Weighted Average Cost of Capital The Adjusted Beta is an estimate of a security's future Beta. Beta: Calculation of weighted average cost of capital (WACC) for Discounted Cash Flow (DCF) valuation - Microsoft Corporation (MSFT | USA | Software. estimate the predicted line in Figure 2. Confirming earlier evidence, the relation between beta and average return for the ten portfolios is much flatter than the.
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 caps tend to have higher betas than the market benchmark.
regressions of individual stock returns on betas and characteristics. Over the period from is a weighted average of the loadings for the stocks in the portfolio. 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 caps tend to have higher betas than the market benchmark. A stock beta is an assessment of a stock's tendency to undergo price changes, or its volatility. Stocks with a beta of 1.25 can have greater returns than the market average. View slideshow of images above A beta of 1 or lower indicates that a stock's price is steadier than most stocks. Beta measures a stock's volatility, the degree to which its price fluctuates in relation to the overall stock market. Beta = 0: If the Beta is equal to zero then this implies that there is no relation between the movement of the returns of the stock and the market or the benchmark and hence both are too dissimilar to have any common pattern in price movements. A stock with a beta of 2 has returns that change, on average, by twice the magnitude of the overall market's returns; when the market's return falls or rises by 3%, the stock's return will fall or rise (respectively) by 6% on average. When using beta, there are a number of issues that you need to be aware of: Beta is a measure of how sensitive a firm's stock price is to an index or benchmark. A beta greater than 1 indicates that the firm's stock price is more volatile than the market, and a beta less