The volatility measurement of a stock which reduces the volatility of a portfolio once that stock has been added. The beta coefficient of a stock or portfolio is a comparison of its risk to that of the stock market, stocks which are added that reduce the risk can be said to have a negative beta.
Related information about negative beta:
- Beta (finance) - Wikipedia, the free encyclopedia
Theoretically, a negative beta equity is possible; for example, an inverse ETF should have negative beta to the relevant index. Also, a short position should have ...
- Can betas be negative? (and other well used interview questions)
Feb 17, 2009 ... A more intuitive way of thinking about this is that a negative beta ... A standard example that is offered for a negative beta investment is gold, ...
- Beta: Gauging Price Fluctuations
5 days ago ... Negative beta - A beta less than 0, which would indicate an inverse relation to the market - is possible but highly unlikely. However, some ...
- What is negative beta? definition and meaning
Definition of negative beta: The volatility measurement of a stock which reduces the volatility of a portfolio once that stock has been added. The beta coefficient of ...
- Is it possible that a risky asset have negative beta
Yes, it is possible that a risky asset may have a negative beta. Given that beta measures "relative risk" to a particular market, index, etc., a negative beta suggests ...
- Negative beta stocks - InvestorVillage
14, thought I'd post this on what seems to be a dead board.... GN, terracin, 11/11/ 2009 2:18:50 PM. 13, RGR, looking at this - it could run. GN, wooten, 9/19/2009 ...
- Chapter 1
The sign of the risk premium of a negative beta stock is negative; assuming the market risk premium is positive, the risk premium has the same sign as beta. 12-8 ...
- multicollinearity - Two negative beta's in a curvilinear regression ...
Sep 23, 2012 ... In such a case, usually the normal independent variable gives a positive beta and the independent variable squared gives a negative beta.