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By definition, the value-weighted average of all market-betas of all investable assets with respect to the value-weighted market index is 1. If an asset has a beta above 1, it indicates that its return moves more than 1-to-1 with the return of the market-portfolio, on average; that is, it is more volatile than the market.
In probability theory and statistics, the beta distribution is a family of continuous probability distributions defined on the interval [0, 1] or (0, 1) in terms of two positive parameters, denoted by alpha (α) and beta (β), that appear as exponents of the variable and its complement to 1, respectively, and control the shape of the distribution.
The standard model of long-duration gamma-ray bursts (GRBs) holds that these explosions are ultra-relativistic (initial γ greater than approximately 100), which is invoked to explain the so-called "compactness" problem: absent this ultra-relativistic expansion, the ejecta would be optically thick to pair production at typical peak spectral ...
The costs of large magnets roughly scales like β 1/2. Therefore, beta can be thought of as a ratio of money out to money in for a reactor, and beta can be thought of (very approximately) as an economic indicator of reactor efficiency. For tokamaks, betas of larger than 0.05 or 5% are desired for economically viable electrical production.
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Values for standardized and unstandardized coefficients can also be re-scaled to one another subsequent to either type of analysis. Suppose that β {\displaystyle \beta } is the regression coefficient resulting from a linear regression (predicting y {\displaystyle y} by x {\displaystyle x} ).
If you're interested in Learning Technologies Group plc (LON:LTG), then you might want to consider its beta (a measure...
If you're interested in UroGen Pharma Ltd. (NASDAQ:URGN), then you might want to consider its beta (a measure of share...