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Beta

How much a stock tends to move for a given move in the broad index; a beta of 1.4 implies roughly 1.4% for each 1% of index move.

Beta is a regression slope of a stock's returns against an index over a lookback window, usually one to five years. It is a rough measure of market sensitivity, not of total risk: a stock can have a beta of 0.9 and still be far more volatile than the index because of company-specific risk.

Beta drifts, especially after a business changes, and short lookbacks give unstable numbers. Use it for portfolio-level exposure rather than for single-name forecasts.

Example: a $100,000 portfolio with an average beta of 1.3 behaves like roughly $130,000 of index exposure. A 6% index drop implies about a $7,800 loss, not $6,000.

Related: correlation, volatility, portfolio-heat, index

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