security equation beta what is
Meaning of Beta equation (security) explanation. What is Regress excess returns of stock y on.

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Beta equation (security) definition

Meaning BETA EQUATION (SECURITY): The market beta of a security is determined as follows: Regress excess returns of stock y on excess returns of the market. The slope coefficient is beta. Define n as number of observation numbers. Beta = [(n) (sum of [xy]) ]-[ (sum of x) (sum of y)]/ [(n) (sum of [xx]) ]-[ (sum of x) (sum of x)] where: n = # of observations (usually 36 to 60 months) x = rate of return for the S;P 500 index y = rate of return for the security Related: Alpha

More terms such as Beta equation (security) in Dictionary B.

Definition Book Value Per Share:
Examples stockholder equity to the average number of common shares. Book value per share should not be thought of as an indicator of economic worth, since it reflects accounting valuation (and not necessarily beta equation (security) definition.
Definition Buy Minus Order:
Examples general equities, rare market or limit order to buy a stated amount of a stock, provided that the price to be obtained is not higher than the last sale if the last sale is a minus or zero-minus tick beta equation (security) explain.
Definition Back Months:
Examples In the context of futures and options trading, refers to the months of contracts with expiration dates farthest away. See farthest month beta equation (security) what is.
Definition Buyer'S Market:
Examples Market in which the supply exceeds the demand, creating lower prices. Antithesis of seller's_market beta equation (security) meaning.
Definition Bear Trap:
Examples facing short sellers when a bear market reverses its trend and becomes bullish. The assets continue to sell in anticipation of further declines in price, and short sellers then are forced to cover at beta equation (security) abbreviation.
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