"Portfolio beta" Definition
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 Glossary   >   P   >   "Portfolio beta" Definition   

        Portfolio beta

Used in the context of general equities. The beta of the portfolio is the weighted sum of the individual asset betas. The weights are simply the investment weights in the portfolio. E.g. if 50% of money in stock A with a beta of 2.00 and 50% of money in stock B with a beta of 1.00; the portfolio beta is 1.50. Relative volatility of an individual securities portfolio, taken as a whole, as measured by the individual stock betas of the securities making it up. A beta of 1.05 relative to the S&P 500 implies that if the S&Ps excess return increases by 10% the portfolio is expected to increase by 10.5%.

Portfolio beta


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Portfolio beta - Used in the context of general equities. The beta of the portfolio is the weighted sum of the individual asset betas. The weights are simply the investment weights in the portfolio. E.g. if 50% of money in stock A with a beta of 2.00 and 50% of money in stock B with a beta of 1.00; the portfolio beta is 1.50. Relative volatility of an individual securities portfolio, taken as a whole, as measured by the individual stock betas of the securities making it up. A beta of 1.05 relative to the S&P 500 implies that if the S&Ps excess return increases by 10% the portfolio is expected to increase by 10.5%.


Portfolio beta : used in the context of general equities. the beta of the portfolio is the weighted sum of the individual asset betas. the weights are simply the investment weights in the portfolio. e.g. if 50% of money in stock a with a beta of 2.00 and 50% of money in stock b with a beta of 1.00; the portfolio beta is 1.50. relative volatility of an individual securities portfolio, taken as a whole, as measured by the individual stock betas of the securities making it up. a beta of 1.05 relative to the s&p 500 implies that if the s&ps excess return increases by 10% the portfolio is expected to increase by 10.5%.