What is the beta of an s&p 500 index fund

A fund with a beta greater than 1 is considered more volatile than the market; less than 1 means less volatile. So say your fund gets a beta of 1.15 -- it has a history of fluctuating 15% more than the S&P. If the market is up, the fund should outperform by 15%. If the market heads lower, the fund should fall by 15% more. A stock beta is an assessment of a stock's tendency to undergo price changes, or its volatility, as well as its potential returns compared to the market in general. It is expressed as a ratio, where a score of one represents performance comparable to a generic market, and returns above or below the market may receive scores greater or lower A mutual fund's Beta can be used as a predictor of the fund's volatility, or movement in price up and down, compared to a benchmark. Investors can use Beta to determine an investment security's market risk and thus its appropriateness for a particular investor's risk tolerance.

Under normal market conditions, the Fund will invest substantially all, and R- Squared, 99.92%. Beta vs. Benchmark, 1.00. Beta vs. S&P 500 Index, 1.00  Meanwhile, a common market index, such as the S&P 500 index, represents the overall market and has a beta of 1. A beta of 0 means that a stock or a fund is  For example, our FlexShares Morningstar® U.S. Market Factor Tilt Index Fund A market cap-weighted index ETF that tracks an index like the S&P 500 will be  Beta is a measure of a stock's volatility in relation to the market. By definition, the market has a beta of 1.0, and individual stocks are ranked according to how much they deviate from the market. A stock that swings more than the market over time has a beta above 1.0. If a stock moves less than the market, Levered beta (equity beta) is a measurement that compares the volatility of returns of a company’s stock against those of the broader market. In other words, it is a measure of risk and it includes the impact of a company’s capital structure and leverage. A measure of a security's or portfolio's volatility. A beta of 1 means that the security or portfolio is neither nor less volatile or risky than the wider market. A beta of than 1 indicates greater volatility and a beta of less than 1 indicates less. Beta is an important component of the Capital Asset Pricing Model, A stock’s beta or beta coefficient is a measure of a stock or portfolio's level of systematic and unsystematic risk based on in its prior performance.

Find the latest SPDR S&P 500 (SPY) stock quote, history, news and other vital information to help you with your stock trading and Beta (5Y Monthly), 1.00.

Fund Information. As of 08/20/2018. Ticker Symbol, SPYB. Primary Benchmark, S&P 500 Buyback Index. 30 Dec 2019 The S&P 500 is by far the most common benchmark to use, but it isn't than if you put that same amount of money in an S&P 500 index fund. The SSGA® S&P® 500 Index Fund seeks to replicate the total return of the S&P 500® Index. Management Team, Global Equity Beta Solutions. Distributor  (2005) the change in the beta on the S&P 500 index following index inclusions. This change in associated with fund flows in and out of the index funds. of an investment relative to a suitable market index such as the S&P 500. of the fund is 30, the risk-free rate is 8%, beta is 1.1, and the benchmark index 

Prior to September 30, 2012, The Wells Fargo S&P 500 Index Fund N was Performance and. Fund volatility measures* (Class N). Alpha. 0.03. Beta. 1.00.

Beta is a measure of a stock's volatility relative to the overall market. It is most often calculated using a stock's movements relative to the S&P 500 Index over the trailing 12-month period. A stock's beta is determined by analyzing how much its return fluctuates in relation to the overall market return. A fund with a beta greater than 1 is considered more volatile than the market; less than 1 means less volatile. So say your fund gets a beta of 1.15 -- it has a history of fluctuating 15% more than the S&P. If the market is up, the fund should outperform by 15%. If the market heads lower, the fund should fall by 15% more.

In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.

A stock’s beta or beta coefficient is a measure of a stock or portfolio's level of systematic and unsystematic risk based on in its prior performance. Beta is the key factor used in the Capital Asset Price Model (CAPM) which is a model that measures the return of a stock. The volatility of the stock and systematic risk can be judged by calculating beta. A positive beta value indicates that stocks generally move in the same direction with that of the market and the vice versa. In finance, the beta (β or beta coefficient) of an investment is a measure of the risk arising from exposure to general market movements as opposed to idiosyncratic factors. The market portfolio of all investable assets has a beta of exactly 1. A beta below 1 can indicate either an investment with lower volatility than the market, or a volatile investment whose price movements are not highly correlated with the market. An example of the first is a treasury bill: the price does not fluctuate Beta can be a good indicator of a stock's volatility, but is just one piece of the puzzle. Beta is a metric that compares a stock's movements relative to the overall market, or a certain stock index. A high-beta stock tends to be more volatile than average, while a low-beta stock tends to be less volatile. What’s that all about? In the comics, when Beta is finally unmasked, he is revealed to be a famous basketball player from the pre-apocalypse days, much to the surprise of the Alexandrians who Beta is a measure of a stock's volatility relative to the overall market. It is most often calculated using a stock's movements relative to the S&P 500 Index over the trailing 12-month period. A stock's beta is determined by analyzing how much its return fluctuates in relation to the overall market return. A fund with a beta greater than 1 is considered more volatile than the market; less than 1 means less volatile. So say your fund gets a beta of 1.15 -- it has a history of fluctuating 15% more than the S&P. If the market is up, the fund should outperform by 15%. If the market heads lower, the fund should fall by 15% more.

In finance, the beta (β or beta coefficient) of an investment is a measure of the risk arising from exposure to general market movements as opposed to idiosyncratic factors. The market portfolio of all investable assets has a beta of exactly 1. A beta below 1 can indicate either an investment with lower volatility than the market, or a volatile investment whose price movements are not highly correlated with the market. An example of the first is a treasury bill: the price does not fluctuate

Meanwhile, a common market index, such as the S&P 500 index, represents the overall market and has a beta of 1. A beta of 0 means that a stock or a fund is  For example, our FlexShares Morningstar® U.S. Market Factor Tilt Index Fund A market cap-weighted index ETF that tracks an index like the S&P 500 will be 

Each Fund does not attempt to, and should not be expected to, provide returns which are three times the performance of their underlying index for periods other   9 Sep 2019 As one might guess, higher allocations are made to more growth-oriented portions of the S&P 500 index; tech (XLK) and communications  27 Feb 2020 The Invesco S&P 500 Low Volatility ETF (SPLV, $58.39) is a pretty straightforward fund that tracks the S&P 500 Low Volatility Index, which is composed A popular gauge of volatility is beta, which tracks a security's volatility