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.
Russell 1,000 Stocks with the Highest, Lowest Betas [View article]
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