Beta Calculator
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What is this tool?
Beta calculator computes the systematic risk coefficient of a stock relative to the market portfolio. Beta measures how much a stock's returns move compared to the overall market. A beta of 1 means the stock moves with the market, above 1 means more volatile, below 1 means less volatile.
How to use
- 1
Input return data
Enter stock and market return series or use quick estimation.
- 2
Calculate metrics
Compute Beta, Alpha, R-squared, and volatility.
- 3
Interpret results
Understand risk profile and expected behavior.
Frequently Asked Questions
What does Beta > 1 mean?
The stock is more volatile than the market. It tends to amplify market moves both up and down.
What is Alpha?
Alpha represents the excess return beyond what Beta explains. Positive Alpha means outperformance.
Is Beta constant over time?
No, Beta changes as company fundamentals and market conditions evolve. Recalculate periodically.