In finance, the beta (β or market beta or beta coefficient) is a measure of how an individual asset moves (on average) when the overall stock market increases or decreases. Thus, beta is a useful measure of the contribution of an individual asset to the risk of the market portfolio when it is added in small quantity.

In finance, momentum is the empirically observed tendency for rising asset prices to rise further, and falling prices to keep falling. For instance, it was shown that stocks with strong past performance continue to outperform stocks with poor past performance in the next period with an average excess return of about 1% per month.

May 04, 2021 · Beta is a concept that measures the expected move in a stock relative to movements in the overall market. A beta greater than 1.0 suggests that the stock is more volatile than the broader market ...

Calcul du bêta. Le bêta d'un fonds se définit mathématiquement comme le rapport de la covariance de la rentabilité implicite du portefeuille avec celle du marché et de la variance de la rentabilité implicite du marché, soit : = (,) (). Rôle du bêta par rapport à la rentabilité. Le bêta est aussi le rapport entre la rentabilité de cet actif et celle du marché puisque la ...