23 April 2015
Highest (and Lowest) S&P 500 Components by Beta
Current top 10 highest beta components of the S&P 500 index:
Name | Ticker | Beta |
First Solar Inc | FSLR | 1.9034 |
TripAdvisor Inc. | TRIP | 1.8698 |
United Rentals Inc | URI | 1.8450 |
Newfield Exploration Co | NFX | 1.8196 |
Micron Technology Inc | MU | 1.8081 |
Harman Intl Industries Inc | HAR | 1.7811 |
Skyworks Solutions Inc | SWKS | 1.7116 |
Allegheny Technologies Inc | ATI | 1.6592 |
LyondellBasell Industries N.V. | LYB | 1.6427 |
Freeport-McMoRan Inc | FCX | 1.6155 |
Current top 10 lowest beta components of the S&P 500 index:
Name | Ticker | Beta |
Sigma-Aldrich Corp | SIAL | 0.0244 |
Pepco Holdings Inc | POM | 0.2402 |
HCP Inc | HCP | 0.2414 |
Family Dollar Stores Inc | FDO | 0.2892 |
Health Care REIT Inc | HCN | 0.3474 |
Newmont Mining Corp | NEM | 0.3502 |
Ventas Inc | VTR | 0.3719 |
Southern Co | SO | 0.4073 |
Duke Energy Corp | DUK | 0.4118 |
AvalonBay Communities Inc | AVB | 0.4400 |
All calculations are as of 4/22/2015, executed on 1-year of daily data, adjusted for corporate actions.
The results above were calculated using The RiskAPI Add-In, our unique software client which allows fund managers to access a whole spectrum of on-demand portfolio risk analysis calculations.