Beta

Beta coefficient reference — CAPM, systematic risk, portfolio sensitivity, regression analysis. Use when measuring stock volatility relative to the market or constructing risk-adjusted portfolios.

Beta — Beta Coefficient & Systematic Risk Reference

Quick-reference skill for understanding and applying the beta coefficient in finance, portfolio management, and risk analysis.

When to Use

• Calculating a stock's beta relative to a benchmark index
• Understanding systematic vs unsystematic risk
• Applying CAPM to estimate expected returns
• Constructing beta-neutral or target-beta portfolios
• Interpreting regression output for asset sensitivity

Commands

intro

bash

scripts/script.sh intro

Overview of beta — definition, intuition, and role in modern finance.

capm

bash

scripts/script.sh capm

Capital Asset Pricing Model — formula, assumptions, and expected return calculation.

calculate

bash

scripts/script.sh calculate

How to calculate beta — regression method, covariance/variance method, and practical steps.

interpret

bash

scripts/script.sh interpret

Interpreting beta values — what β>1, β=1, β<1, and β<0 mean in practice.

types

bash

scripts/script.sh types

Types of beta — levered vs unlevered, adjusted beta, fundamental beta, bottom-up beta.

portfolio

bash

scripts/script.sh portfolio

Portfolio beta — weighted average calculation, target beta, beta hedging strategies.

pitfalls

bash

scripts/script.sh pitfalls

Common pitfalls — estimation window, benchmark choice, non-stationarity, and survivorship bias.

examples

bash

scripts/script.sh examples

Worked examples with real-world beta scenarios and calculations.

help

bash

scripts/script.sh help

version

bash

scripts/script.sh version

Configuration

Variable	Description
BETA_DIR	Data directory (default: ~/.beta/)

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