Beta of the Portfolio in Investment Formulas

The Beta of the Portfolio is the weighted sum of the individual asset betas. And is denoted by βp.

Investment formulas that make use of Beta of the Portfolio

fxJensen's AlphaGo

fxTreynor RatioGo

What is the Beta of the Portfolio?

The Beta of the Portfolio is the weighted sum of the individual asset betas.

Can the Beta of the Portfolio be negative?

{YesorNo}, the Beta of the Portfolio, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

Let Others Know

✖

Copied!