Beta Stock Calculator

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Choose whether to compute beta from raw price data or type a known beta value.
Paste monthly (or weekly) closing prices for the stock. At least 5 periods recommended, 24+ for reliable results.
Paste matching-period prices for the benchmark index (e.g. S&P 500). Must have the same number of data points as the stock prices.
The yield on a risk-free instrument such as the 10-year US Treasury note. Used in the CAPM formula to compute expected return.
%
The long-run expected annual return of the benchmark market index (historically about 10% for the S&P 500 including dividends).
%
Beta coefficientHigh volatility vs. market
1.9557

How much the stock moves relative to a 1% move in the market

Covariance (stock vs. market)0.001577
Market variance0.000806
Return periods used11
CAPM expected return0.15%
Equity risk premium0.11%
1.9557 beta
Inverse / hedge<-0.01Very low volatility-0.01-0.5Below-market0.5-1Above-market1-1.5High volatility1.5+

Beta is 1.9557: High volatility vs. market.

  • A beta of 1.96 means this stock is expected to move 96% more than the market on a given day. In a 10% market rally, this stock would be expected to gain about 19.6%.
  • The CAPM model suggests a required return of 15.26% for this stock, given a risk-free rate of 4.5% and expected market return of 10%.
  • Only 11 return periods were found. For a statistically robust beta, aim for at least 24 monthly (or 60 weekly) observations.

Next stepCompare this beta to published values from financial data providers (Yahoo Finance, Bloomberg). Significant differences may indicate a different lookback period, return interval, or benchmark index.

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