Stock Beta , Alpha as an Example Let s assume company XYZ s stock has a return on investment of 12% for the year , a beta of 1 5 Our benchmark is the S.
Stock quote for S P 500 IndexSH) Get real time last sale , , charts, extended hours stock prices, company specific research tools for S P 500., company news
A high beta index is a basket of stocks that exhibit greater volatility than a broader market index like the S P 500.
Is the idiosyncratic volatility anomaly driven by the MAX , MIN effect Evidence from the Chinese stock market. This Excel spreadsheet calculates the beta of a stock, a widely used risk management tool that describes the risk of a single stock with respect to the risk of the. Stock volatility index beta.
The MSCI Minimum Volatility Indexes are part of the MSCI Factor Indexes, which represent the return of factorscommon stock characteristics) that have historically
See all ETFs tracking the S P 500 High Beta Index, including the cheapest and the most popular among pare their price, performance, expenses, a. In finance, volatilitysymbol σ) is the degree of variation of a trading price series over time as measured by the standard deviation of logarithmic returns.
1 A statistical measure of the dispersion of returns for a given security or market index Volatility can either be measured by using the standard deviation or.