Market ConceptsUpdated Jun 1, 2026

Beta (β)

How much the stock tends to move when the broader market moves — a measure of market-linked volatility.

Formula

β = covariance(stock returns, market returns) ÷ variance(market returns)

Example

Two stocks, same market

Setup
On a day the index rises 1%, Stock A rises 1.4%, Stock B rises 0.6%.
Calculation
Casually: A has β ≈ 1.4 (amplifies); B has β ≈ 0.6 (dampens).
Takeaway
Beta describes the typical relationship. Single-day moves are noisy; the real number is calculated over many months.

What it is

Beta is a regression coefficient: it captures how the stock's returns have historically tracked the returns of a market index (e.g. Nifty 50 or S&P 500).

  • β = 1.0 — moves with the market on average.
  • β > 1.0 — amplifies market moves. A 1% market move → bigger stock move.
  • β < 1.0 — dampens market moves. Defensive names often sit here.
  • β < 0 — moves opposite to the market (rare in real equities; common in inverse ETFs).

What it isn't

Beta describes historical co-movement, not the total risk of the stock. Company-specific shocks (a product recall, a fraud allegation) aren't captured by beta — that's idiosyncratic risk.

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