Beta coefficient

/ˈbeɪtə koʊɪˈfɪʃənt/ noun

Definition

A measure of a stock's volatility relative to the overall market, where beta of 1 means the stock moves with the market, above 1 indicates higher volatility, and below 1 suggests lower volatility than the market.

Etymology

From the Greek letter beta (β) used in statistical regression analysis to represent the slope coefficient. The term was popularized in modern portfolio theory in the 1960s by William Sharpe and others developing the Capital Asset Pricing Model.

Kelly Says

Beta tells you if a stock is a wild mustang (high beta) or a gentle pony (low beta) compared to the market horse! A beta of 2 means the stock typically moves twice as much as the market - if the market goes up 10%, expect this stock to jump 20%, but it will also fall twice as hard in downturns.

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