Other · Glossary

Beta

How much a stock moves relative to the broader market.

What is Beta?

Beta measures a stock's volatility relative to the market (typically the S&P 500). A beta of 1.0 moves with the market; 1.5 is 50% more volatile; 0.5 is half as volatile. High-beta stocks amplify both gains and losses — useful information for sizing positions appropriately.

Formula

Beta = Covariance(Stock, Market) ÷ Variance(Market)

How TopTier Strategy uses Beta

Beta is one input we use to flag whether a position will dominate or be dominated by broader market moves.

Related Glossary Terms

Other concepts in the Other pillar.

See Beta on real stocks

Sign up free to see Beta calculated for any company — alongside the rest of TopTier Strategy's five-pillar analysis.

Sign Up Free