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  • Market Volatility and Equity Betas [View article]
    Over what period of time are the beta values being measured?
    A number of studies have shown that the beta value is itself rather unstable and tends to move higher when the overall market is more volatile and then eventually revert back towards a more typical or longer term mean beta value.
    Apr 02 08:29 am |Rating: +2 0 |Link to Comment
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