Stocks with highest beta

    • [PDF File]April 30, 2020 - NSE

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      NIFTY High Beta 50 Index is a well-diversified 50 stock index. The index aims to measure the performance of the stocks listed on NSE that have High Beta. Beta can be referred to as a measure of the sensitivity of stock returns to market returns. The market is …

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    • [PDF File]CAPM AND QUALITY STOCKS

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      -2.97% return. This beta also suggests that high-quality stocks should have returned 0.69% per month for the entire period, but the actual 0.84% monthly return has been notably higher (see Exhibit 5). This average monthly outperformance of high-quality stocks has offered considerable return advantages . over longer time horizons.

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    • Gold and Gold Stocks as Investments for Institutional ...

      metals show the highest volatility, with gold's standard deviation exceeded only by ASA, sil-ver and TSE gold stocks. This should not be surprising; gold is an undiversified asset, while the stocks in the study are combined into three large portfolios (common stocks, small stocks and EAFE). The next two columns present the highest

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    • [PDF File]Speculative Betas - Yale University

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      of stocks since January 1968 declines with beta.2 A dollar invested in a value-weighted portfolio of the lowest quintile of beta stocks would have yielded $96.21 ($15.35 in real terms) at the end of December 2010. A dollar invested in the highest quintile of beta stocks …

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    • [PDF File]March 31, 2020 QUARTERLY PERFORMANCE SUMMARY S&P …

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      Each constituent of the S&P 500 index is provided with a factor "score" for each of Beta, Volatility, Momentum, Dividend, Size, Value and Quality. ... including or excluding an increasing number of the stocks with the highest or lowest scores. An illustration of the process may be found at this . link. Notes On Additional Index Statistics.

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    • [PDF File]S&P GIVI Indices

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      measure stocks in their benchmark index with a float-adjusted market capitalization of at least USD 100 million. As illustrated in Exhibit 1, the index construction process first ranks stocks by their five-year regional betas and eliminates 30% of the stocks (by index weight) with the highest …

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