Alpha measures a manager's skill in adding value to a portfolio beyond market gains. Beta assesses how a stock or fund's volatility compares to the market average. High alpha and low beta indicate ...

High beta stocks underperformed in 2024 and when they typically excel, along with the current market conditions to watch for.

Analysts said that the top quintile of “alpha” is defined as “the residual after removing the effect of the market beta, or the equal weighted top 1000, from a cross-sectional regression ...

The high-beta investment style has continued to outperform low-volatility stocks. “This risk-on leadership has coincided with a multi-month rise in the 10-year U.S. Treasury yield (US10Y ...

If the fund falls below the performance of the benchmark, it is considered to have a negative alpha. Beta measures the volatility or systematic risk of a fund in comparison to the market or the ...

In the financial market, the two most commonly used instruments are alpha and beta. These instruments quantify the performance, response, and interaction of a Mutual Fund in the stock market.

Alpha is a term used to refer to how much an investment outperforms the broader market. It is represented by the greek letter of the same name, α, in equations. Beta is the term used to refer to ...