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Technical
Beta
Sensitivity of a security's returns to market returns
Definition
Beta measures the volatility of a security or portfolio relative to the overall market. A beta of 1.0 indicates the security moves with the market. Beta > 1.0 means more volatile than the market, while beta < 1.0 means less volatile. Beta is calculated using regression analysis.
Related Topics
#volatility
#market sensitivity
#regression
#systematic risk
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Category: Technical
Technical analysis focuses on price patterns, chart analysis, and mathematical indicators to predict future price movements.
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