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Beta (finance) Expected change in price of a stock relative to the whole market. 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 ...
Stocks with a beta of less than 1 have a smoother ride as their moves are more muted than the market’s, but they’ll usually still go up when the market goes up and down when the market goes down.
Macroeconomic events, such as changes in interest rates or the cost of labor, causes the systematic risk that affects the returns of all stocks, and the firm-specific events are the unexpected microeconomic events that affect the returns of specific firms, such as the death of key people or the lowering of the firm's credit rating, that would ...
In this case, a negative beta just a hair under 0 doesn't have any more significance than a positive 0.01 beta would. Ferrellgas will move with gas prices more than with the broad market. Agnico ...
The idea of convergence in economics (also sometimes known as the catch-up effect) is the hypothesis that poorer economies ' per capita incomes will tend to grow at faster rates than richer economies. In the Solow-Swan model, economic growth is driven by the accumulation of physical capital until this optimum level of capital per worker, which ...
Taylor rule. The Taylor rule is a monetary policy targeting rule. The rule was proposed in 1992 by American economist John B. Taylor [1] for central banks to use to stabilize economic activity by appropriately setting short-term interest rates. [2] The rule considers the federal funds rate, the price level and changes in real income. [3]
In economics, an input–output model is a quantitative economic model that represents the interdependencies between different sectors of a national economy or different regional economies. [1] Wassily Leontief (1906–1999) is credited with developing this type of analysis and earned the Nobel Prize in Economics for his development of this model.
Downside beta. In investing, downside beta is the beta that measures a stock's association with the overall stock market (risk) only on days when the market’s return is negative. Downside beta was first proposed by Roy 1952 [1] and then popularized in an investment book by Markowitz (1959).