Πώς να υπολογίσετε το Beta

Τι είναι το Beta;

Beta measures security volatility relative to market: β > 1 more volatile than market, β < 1 less volatile, β = 1 matches market.

Οδηγός βήμα προς βήμα

1. 1Calculate historical returns vs. market index
2. 2Compute covariance of returns
3. 3Divide by market variance

Worked Examples

Common Mistakes to Avoid

• ✕Assuming high β always risky (opportunity matters)
• ✕Using short lookback periods

Frequently Asked Questions