What is a trailing return investopedia?
Trailing is often attached to a return, ratio, or risk measure to describe the time that a particular set of data is referring to. Often, the trailing 3-year standard deviation will be used as a measure of risk for an investment fund.
What is alpha and beta returns?
Alpha measures the amount that the investment has returned in comparison to the market index or other broad benchmark that it is compared against. Beta measures the relative volatility of an investment. It is an indication of its relative risk.
Does higher return mean higher beta?
High-beta stocks are supposed to be riskier but provide higher return potential; low-beta stocks pose less risk but also lower returns.
What is meant by trailing returns?
Trailing returns measure how well a mutual fund has performed over a specific time period. It’s not uncommon to see trailing returns measured on a one-year, three-year, five-year or 10-year basis. Trailing returns can also be calculated from the current date all the way back to the fund’s inception date.
What does beta stock mean?
Beta is a way of measuring a stock’s volatility compared with the overall market’s volatility. The market as a whole has a beta of 1. Stocks with a value greater than 1 are more volatile than the market (meaning they will generally go up more than the market goes up, and go down more than the market goes down).
What are the high beta stocks?
High Beta Stocks
| S.No. | Name | Qtr Sales Var % |
|---|---|---|
| 1. | Alkyl Amines | 16.30 |
| 2. | TCS | 16.35 |
| 3. | Britannia Inds. | 12.93 |
| 4. | Supreme Inds. | 5.49 |
Do high beta stocks outperform?
High beta stocks are those that are positively correlated with returns of the S&P 500, but at an amplified magnitude. Because of this amplification, these stocks tend to outperform in bull markets, but can greatly underperform in bear markets.
How do you calculate expected return in beta?
Expected return = Risk Free Rate + [Beta x Market Return Premium]
What is the lowest beta stock?
Low Beta Dividend Stocks with High Yields
- Phillips 66 Partners LP (NYSE:PSXP) Dividend Yield as of January 26: 8.18%
- Lumen Technologies, Inc. (NYSE:LUMN)
- Broadmark Realty Capital Inc. (NYSE:BRMK)
- DallasNews Corporation (NASDAQ:DALN) Dividend Yield as of January 26: 9.24%
- Chimera Investment Corporation (NYSE:CIM)