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Beta2

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Beta2 is a measure of the systematic risk of a security, which uses the Moving Average of the Rate of Change in its calculation rather than the Simple Rate of Change. A security or portfolio with a Beta2 value of greater than 1.0 is classified as more volitile than the market and a reading of less than 1.0 is seen to reflect less volatily than the market.

See also: Beta Coefficient

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Categories Articles, Hedge Fund | Tags: Hedge Fund, Quantitative Analysis

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