How Would You Interpret a Beta of 1.5 for an Asset and a Beta of 0.75?

When interpreting the beta of an asset, it’s important to understand what beta represents. Beta measures the volatility or systematic risk of an asset in comparison to the overall market. A beta of 1 indicates that the asset’s price moves with the market. A beta greater than 1 indicates that the asset is more volatile than the market, while a beta less than 1 indicates that the asset is less volatile than the market.

Beta of 1.5: A beta of 1.5 means that the asset is 50% more volatile than the market. If the market goes up by 10%, this asset is expected to go up by 15%. Conversely, if the market drops by 10%, the asset is expected to drop by 15%. This higher volatility can mean higher risk, but also the potential for higher returns.

Beta of 0.75: A beta of 0.75 means that the asset is 25% less volatile than the market. If the market goes up by 10%, this asset is expected to go up by 7.5%. If the market drops by 10%, the asset is expected to drop by 7.5%. This lower volatility can mean lower risk, but also potentially lower returns.

In summary, a beta of 1.5 suggests a more aggressive investment with higher risk and return potential, while a beta of 0.75 suggests a more conservative investment with lower risk and return potential.

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