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2. Portfolio Beta vs. Stock Beta: What's the Difference?

   www.aol.com/finance/calculate-beta-portfolio...

   Continue reading → The post How to Calculate the Beta of a Portfolio appeared first on SmartAsset Blog. Investors, whether beginner or seasoned professionals, all have a threshold for risk. Some ...

3. Beta (finance) - Wikipedia

   en.wikipedia.org/wiki/Beta_(finance)

   In finance, the beta (β or market beta or beta coefficient) is a statistic that measures the expected increase or decrease of an individual stock price in proportion to movements of the stock market as a whole. Beta can be used to indicate the contribution of an individual asset to the market risk of a portfolio when it is

4. Alpha vs. beta in investing: What’s the difference? - AOL

   www.aol.com/finance/alpha-vs-beta-investing...

   How to calculate beta Beta is calculated by taking the covariance between the return of an asset and the return of the market and dividing it by the variance of the market.

5. How to use beta to evaluate a stock’s risk - AOL

   www.aol.com/finance/beta-evaluate-stock-risk...

   To calculate beta, investors divide the covariance of an individual stock (say, Apple) with the overall market, often represented by the Standard & Poor’s 500 Index, by the variance of the ...

6. Single-index model - Wikipedia

   en.wikipedia.org/wiki/Single-index_model

   With this equation, only the betas of the individual securities and the market variance need to be estimated to calculate covariance. Hence, the index model greatly reduces the number of calculations that would otherwise have to be made to model a large portfolio of thousands of securities.

7. Modern portfolio theory - Wikipedia

   en.wikipedia.org/wiki/Modern_portfolio_theory

   Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk. It is a formalization and extension of diversification in investing, the idea that owning different kinds of financial assets is less risky than owning ...

8. What Is Beta? Everything You Need to Know About ... - AOL

   www.aol.com/news/beta-everything-know-measuring...

   Beta measures how volatile a stock is in relation to the broader stock market over time. A stock with a high beta indicates it's more volatile than the overall market and can react with dramatic ...

9. Jensen's alpha - Wikipedia

   en.wikipedia.org/wiki/Jensen's_alpha

   In finance, Jensen's alpha [1] (or Jensen's Performance Index, ex-post alpha) is used to determine the abnormal return of a security or portfolio of securities over the theoretical expected return. It is a version of the standard alpha based on a theoretical performance instead of a market index.