beta coefficient


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beta coefficient

n
(Stock Exchange) stock exchange a measure of the extent to which a particular security rises or falls in value in response to market movements
References in periodicals archive ?
The model uses beta coefficient of secutity as a measure of systematic risk.
In contrast, the traditional product term approach estimates the beta coefficient for Z without respect to S, representing a weighted average of the sex-specific effects of Z on Y.
Although only telecommunications and money are shown, the average of the rolling market beta coefficient is significant at 1 % level for each of the 12 sectors using the OLS estimation method.
The negative beta coefficient of the interaction variable indicated that the effect of the SIRI-2 pretest on the SIRI-2 posttest was lower for those in the treatment condition.
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The findings that the resumption of SSFs stimulates significant changes in systematic and unsystematic risk raise a question, as to whether the SSFs are the main reason for such changes or there are some other factors, which play role in influencing the beta coefficient.
Among the most important aspects are the beta coefficient values.
Finally, beta coefficient relates to the relative volatility or systematic risk between the return on an asset (company's shares) and that of the market.
TABLE 3 Linear Regression Models With Regression Coefficients With 95% Confidence Intervals Characteristic Model 0 Beta Coefficient Constant 3903.
Beta coefficient (AY) shows that sex, age, education, number of households and source of income of the respondents havea negative relationship with the change in income.
This speaks of decreased osteoclastic activity during secretary phase as is evident from the negative slope of beta coefficient of regression analysis and negative slope in linear correlation.
According to the standardized coefficient from Table (3), the information value of SNAs, as perceived by the respondents, had the lowest beta coefficient on the consumers' assessment of SNAs.