EDGAR Online (EDGR)
EDGAR Online Beta: 2.172
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EDGR Beta Range, Past 5 Years
| Minimum | -0.1298 | Jul 2007 |
| Maximum | 2.172 | Apr 2012 |
| Average | 1.469 |
About Beta 60 Month
YCharts calculates the 60 month market beta by regressing stock returns less the risk free rate of returns on the market returns less the risk free rate of return (Market returns come from the S&P 500 Total Returns Index (SPXTR), and the risk free rate is the 4 Week Average T-Bill (Monthly). There must be a minimum of 36 months of stock returns for a company to have its beta calculated.
Beta is a measure of the risk of a stock when it is included in a well-diversified portfolio.
In financial theory, the Capital Asset Pricing Model breaks down expected stock returns into two components. The first is the return that would be expected based on covariance with the movements of the market (for most stocks, when the market as a whole goes up, the price of the stock will also go up). The second part is the increase in the price of a stock that is not explained by the market. The first part - covariance with the market - is what Beta captures.
When Beta is positive, the stock price tends to move in the same direction as the market, and the magnitude of Beta tells by how much. If a stock's Beta is greater than 1, that means that when the market index goes up 1%, we expect the stock will go up by more than 1%. On the contrary, if the market goes down by 1%, we expect the stock to go down by more than 1%. Negative Betas, while rare, signify a negative correlation. When the market goes up, we would expect the stock price to go down.
For readers with a background in regression analysis, Beta is the slope of the linear regression shown in the formula below, where Returns are the return on an individual stock or portfolio, Rf is the risk free rate, RMarket is the return on a market portfolio, and e is an error term.
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EDGR News
May 22, 10:45AM Street Insider
May 22, 9:31AM Street Insider
May 22, 9:27AM Street Insider
May 08, 8:00AM Business Wire
Apr 26, 8:00AM Business Wire
about 85 days ago by helms83
about 86 days ago by MarkeScope
about 86 days ago by MarkeScope
about 88 days ago by helms83
about 88 days ago by helms83
about 88 days ago by helms83
Mar 02, 7:02AM Street Insider
about 90 days ago by helms83
about 90 days ago by helms83
Feb 27, 8:00AM Business Wire
Feb 21, 8:00AM PR Newswire
Feb 16, 8:00AM Business Wire
Jan 30, 7:45AM PR Newswire
Dec 07, 9:25AM PR Newswire
Nov 21, 7:30AM PR Newswire
Nov 10, 10:18AM Street Insider
Nov 10, 7:21AM FlyOnTheWall
about 312 days ago by howardlindzon
about 510 days ago by STLwest1
about 611 days ago by iEarningsApp
about 620 days ago by alacra1
about 825 days ago by derekabdinor
about 825 days ago by irwebreport
about 841 days ago by millchristian
Recent Quotes
| Symbol | Price | Chg | Chg % | Market Cap |
|---|---|---|---|---|
| EDGR | 1.07 | +0.00 | +0.00% | 37.69M |
| EDE | 20.50 | +0.01 | +0.05% | 859.16M |
| EDD | 14.86 | -0.09 | -0.60% | |
| EDC | 66.04 | -0.98 | -1.46% | |
| EDAP | 1.80 | -0.05 | -2.70% | 23.62M |
| DGX | 58.00 | +0.59 | +1.03% | 9.184B |
| DGSE | 7.43 | +0.00 | +0.00% | 77.49M |
| DGS | 42.48 | -0.18 | -0.42% | |
| DGLY | 0.441 | -0.07 | -13.53% | 7.122M |
| DGL | 54.33 | +0.43 | +0.80% |
