learn.howToCalculate
learn.whatIsHeading
Beta measures security volatility relative to market: β > 1 more volatile than market, β < 1 less volatile, β = 1 matches market.
Trin-for-trin guide
- 1Calculate historical returns vs. market index
- 2Compute covariance of returns
- 3Divide by market variance
Løste eksempler
Input
Tech stock β = 1.5
Resultat
50% more volatile than market
Higher risk/reward potential
Almindelige fejl at undgå
- ✕Assuming high β always risky (opportunity matters)
- ✕Using short lookback periods
Ofte stillede spørgsmål
Should beta guide investment?
No alone; consider alpha (excess return), fundamentals, diversification.
Klar til at beregne? Prøv den gratis Beta-beregner
Prøv det selv →