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\nBeta Calculator Using Standard Deviation
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Calculate the systematic risk of an asset using standard deviation and covariance analysis. This calculator determines beta by comparing asset returns to market returns.
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The covariance between the asset’s returns and the market’s returns.
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The variance of the market’s returns.
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Beta
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–
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Intermediate Calculations
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Covariance: –
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Market Variance: –
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Beta Formula Explained
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Beta is calculated using the following formula:
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Beta = Covariance(Asset Returns, Market Returns) / Variance(Market Returns)
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How to Use This Beta Calculator
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Enter the covariance between the asset and the market, and the market’s variance. The calculator will instantly compute beta and display the results.
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Related Tools
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If you’re interested in beta calculations, you may also find these tools useful:
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