11 August 2014
S&P 500 Highest Beta Stocks
A look at the 10 (YTD) highest beta constituents of the S&P 500:
Constituent | Symbol | Beta |
TripAdvisor Inc. | TRIP | 2.542171 |
Alexion Pharmaceuticals | ALXN | 2.432534 |
FB | 2.245835 | |
E*TRADE Financial | ETFC | 2.204229 |
Harman Intl Industries | HAR | 2.038566 |
Amazon.com | AMZN | 1.959263 |
Under Armour A | UA | 1.907848 |
Schwab Charles Corp | SCHW | 1.907240 |
Biogen Idec Inc | BIIB | 1.901673 |
Micron Technology Inc | MU | 1.873427 |
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.
- Tags: Beta, Correlation, Index, Risk, SP500, Stocks, Volatility