Find high-beta and low-beta stocks reflecting recent conditions and stock behavior.
The first beta is a long-term estimate. The second and more novel beta
estimate is a time-varying beta which reflects recent market conditions and
stock price behavior. See
Beta estimates are based on weekly returns over the past 250 weeks. The market
return is measured using the capitalization-weighted S&P 500 index of
. Changes over time in the characteristics of a company
which affect the way the its stock price covaries with the overall market
become reflected in the time-varying beta estimates. As a result, long-term and time-varying betas can differ.
We report the same stock beta data below in HTML table format ranked from low-beta to high-beta using the long-term averge beta estimate.
