beta coefficient

See *beta (definition 1).

Auditor's dictionary. 2014.

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  • beta coefficient — be‧ta co‧ef‧fi‧cient [ˈbiːtə kəʊˌfɪʆnt ǁ ˈbeɪtə koʊ ] also ˈbeta ˌfactor, beta noun [singular] FINANCE STATISTICS a measurement of the amount of change in a share price over a period of time, compared with the average amount of change in all… …   Financial and business terms

  • beta coefficient — A measure of the volatility of a share. A share with a high beta coefficient is likely to respond to stock market movements by rising or falling in value by more than the market average. See also: alpha coefficient, capital asset pricing model …   Accounting dictionary

  • beta coefficient — A measure of the volatility of a share. A share with a high beta coefficient is likely to respond to stock market movements by rising or falling in value by more than the market average. It is thus a measure of the systematic risk associated with …   Big dictionary of business and management

  • beta coefficient — Fin an indication of the level of risk attached to a share. A high beta coefficient indicates that a share is likely to be more sensitive to market movements …   The ultimate business dictionary

  • beta coefficient — Stock Exchange. beta (def. 6). * * * …   Universalium

  • beta coefficient — Stock Exchange. beta (def. 6) …   Useful english dictionary

  • beta coefficient —  Stock market measure of price variability.  A statistical measure of the relative risk of a common stock compared with the market for all stocks.  ► “The conventional wisdom has been that portfolio betas are more stable than those for individual …   American business jargon

  • Beta — may refer to: *Beta (β), the second letter of the Greek alphabetIn finance: * Beta coefficient in Capital Asset Pricing ModelIn mathematics: * Beta function in mathematics * Beta distribution in statistics * False negative rate in statistics *… …   Wikipedia

  • Beta decay (finance) — Beta decay in finance refers to the tendency for a company with a high beta coefficient to have its beta coefficient normalize to the market beta.ee alsoCapital Asset Pricing Model …   Wikipedia

  • Beta (finance) — The beta coefficient, in terms of finance and investing, describes how the expected return of a stock or portfolio is correlated to the return of the financial market as a whole. [cite book last = Levinson first = Mark year = 2006 title = Guide… …   Wikipedia

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