Stocks with a high beta
[DOCX File]Texas Christian University
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"Stocks that move perfectly with the market have a beta of 1. Betas get higher as volatility goes up and lower as it goes down. Thus, Southern Co., a utility whose shares have traded close to $12 for most of the past three years has a low beta.
[DOC File]CHAPTER 5
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This means high-beta stocks experience greater increases in their required returns, while low-beta stocks experience smaller increases in their required returns. Statement a is incorrect. Statement b is correct; stocks with a beta less than 1 increase by less than …
[DOC File]Finance 332 - Exam 2
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You have a stock that has a beta of 1.5 and an expected return of 12%. If the risk free rate is 3%, what must the expected return on the market be? A. 16.5%. B. 6%. C. 9%. D. 8%. E. 13.5%. 14. You expect IBM to return 12% next year. IBM has a beta of 1.2, the market is expected to return 10% next year, and the risk free rate is currently 5%.
[DOC File]Aged and Recent Market Betas in Securities Prices_
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Stocks that have a high aged beta also tend to have a high. subsequent recent beta. (If they did not, historical betas would have no use in designing. hedges.) However, aged beta and recent beta have opposite roles in predicting future stock. returns. Using only either the aged or the recent beta in a regression without including
[DOC File]Chapter 1
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McKay should substitute low beta stocks for high beta stocks in order to reduce the overall beta of York’s portfolio. By reducing the overall portfolio beta, McKay will reduce the systematic risk of the portfolio and therefore the portfolio’s volatility relative to the market. The security market line (SML) suggests such action (moving down ...
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