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  • Russell 1,000 Stocks with the Highest, Lowest Betas [View article]
    What time horizon of data are used for the Betas? Monthly?

    How is the standard deviation of Beta calclulated--is this like three years of monthly data and then the standard deviation of 36 monthly values? I don't follow.

    Thanks,

    Geoff
    Jan 31 15:36 pm |Rating: 0 0
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