iShares MSCI Emerging Markets Index (EEM)

37.15 -0.18  -0.48%  May 25, 11:00PM Go Pro
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iShares MSCI Emerging Markets Index Beta: 1.380

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EEM Beta Range, Past 5 Years

Minimum 1.332 Jul 2011
Maximum 1.783 May 2007
Average 1.506

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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EEM News

The Definitive Africa ETF Guide
May 28, 3:22PM Benzinga
$SPY Trends and Influencers May 27, 2012 http://stks.co/3zzt $UUP $TLT $VIX $IWM $QQQ $USO $SSEC $EEM $GLD
about 2 days ago by harmongreg
RT @businessinsider Here's A Look At The Rupee's Spectacular Decline In The Last Year by @mamtabadkar http://stks.co/3zjA > $EEM #india
about 3 days ago by OptionsCommander
FT: China’s rich head for the exit http://stks.co/3zib > $FXI $YANG $FXP $EEM
about 3 days ago by OptionsCommander
Euro crisis fall out - Spain's Santander selling 40% of Brazilian assets to raise cash http://stks.co/3zhL > $EWZ $EEM $BZQ $STD
about 4 days ago by OptionsCommander
$EEM finishing down for the week again underperforming the oblivious U.S. mkt up over 2% SPY and discretionary hope 4% XRT
about 4 days ago by mytfine
#Shanghai Exchange Wants Multinationals to List http://stks.co/3zf6 $PEK $FXI $PGJ $GXC $EEM $EWH #china
about 4 days ago by ShanghaiMT
$EEM -0.24% 37.24. LOD =37.10. Expiring 38 puts -18% .78c: http://stks.co/3zYd > scalp. Expiring puts always risky, know your stops
about 4 days ago by OptionsCommander
After Barreling Ahead in Recession, China Finally Slows http://stks.co/3zQL $MACRO $FXI $PGJ $EEM $TLT $EWA $DBB $JJC
about 4 days ago by MercenaryJack
China Manufacturing Contracts: “Modest Deterioration” | via @OspreyFlyer http://stks.co/3zNt $FXI $GXC $PEK $EEM
about 4 days ago by STNet
$EEM $FXI $RSX - u know the color...energy/materials here will sell soon as the dollar store roll moves on. 20X for dolar stores baby!!
about 4 days ago by mytfine
$EEM -0.27% 37.23 expiring 38 puts .81c: http://stks.co/3zLG >
about 4 days ago by OptionsCommander
BBG: "Emerging Stock Funds Post $1.5 Billion Outflows On Greece, China" http://stks.co/3zDe > $EEM $EURUSD $FXP $YANG $EEZ
about 4 days ago by OptionsCommander
Charting the HSBC China PMI to RRR shows 9 month lag, sets up for bullish Q3 in $XLB $XLE $EEM $ES_F $SPY http://chart.ly/xfdmrov
about 4 days ago by Jettson12
China Manufacturing Contracts: “Modest Deterioration” http://stks.co/3yzX $FXI $GXC $PEK $EEM $EWH
about 4 days ago by OspreyFlyer
$EEM http://stks.co/3ypX hammer, hammer supp 35.91 and 34.50, resist 38.70 and 40
about 5 days ago by harmongreg
Active ETF’s @ CBOE: $XLF $ $GLD $EEM $XLB $GDX
about 5 days ago by CBOE
$EEM -1.12%, 37.10, nearing LOD . Weekly 37 puts .26c now 3100 vol: http://stks.co/3yca
about 5 days ago by OptionsCommander
RT @mytfine $EEM down on the week. $SPY up 1.5%. the "hiding in the U.S." is becoming awfully crowded...
about 5 days ago by TheNumb47
Chinese bank news hitting markets: China Banks May Miss Loan Target For 2012, Officials Say http://stks.co/3yYG > $YANG $FXP $EEM $SPY
about 5 days ago by OptionsCommander
$EEM down on the week. $SPY up 1.5%. the "hiding in the U.S." is becoming awfully crowded...
about 5 days ago by mytfine
China's rich head for exit http://stks.co/3yQb $MACRO $FXI $PGJ $UUP $DDX_F $EEM
about 5 days ago by MercenaryJack
Emerging Markets vs U.S. smoke and mirrors keeps widening. $SPY $XLY $EEM $EWZ $FXI $RSX
about 5 days ago by mytfine
$EEM -0.51% on China data, Expiring weekly 37 puts -8% .23c: http://stks.co/3yMt vol already higher than 10 DAV
about 5 days ago by OptionsCommander
FT: Hugh Hendry: forget Europe and the US, the next crisis will be in China http://stks.co/3y1P > $YANG $FXP $EEM $EEV $AUDUSD
about 5 days ago by OptionsCommander
Chinese Manufacturing Activity Shows Further Weakness‎: HSBC Flash PMI http://stks.co/3xwG > $YANG $FXP $EEV $EEM
about 5 days ago by OptionsCommander
8 Critical Charts for the Week Ahead
May 21, 6:00AM Investor Place
How Much Income Are Your Funds Eating?
May 18, 11:01AM Investor Place
How Much Income are Your Funds Eating?
May 17, 11:04AM ETFguide
Index, ETF option volumes near midday
May 16, 11:25AM optionMONSTER
ETF Fund Flows: VWO Loses $502 Million
May 16, 4:00AM IndexUniverse.com
Warning Bells A-Ringing
May 15, 11:03AM
Floor seen under emerging-market fund
May 15, 3:16AM optionMONSTER
The Euro — How Low Can it Go?
May 14, 11:53PM Investor Place
The Euro - How Low Can it Go?
May 14, 7:55PM ETFguide
ETF Chart of the Day: Emerging Markets
May 11, 11:50AM ETF Trends
Index, ETF option volumes near midday
May 10, 12:50PM optionMONSTER
Target Date Funds Miss The Mark
May 10, 12:40PM Forbes
7 Technical Levels That Could Signal a Breakdown
May 10, 7:15AM Investor Place
ETF Fund Flows: EEM Bleeds $255.2 Million
May 10, 4:00AM IndexUniverse.com
China Leads Emerging Markets Lower
May 09, 3:17PM Street Insider
Put sale is looking for EEM levels to hold
May 09, 12:23PM optionMONSTER
Index, ETF option volumes near midday
May 09, 11:31AM optionMONSTER
Thursday Options Recap
May 03, 3:58PM
Index, ETF option volumes near midday
May 03, 11:21AM optionMONSTER

Recent Quotes

Symbol Price Chg Chg % Market Cap
EEM 37.15 -0.18 -0.48%
EEFT 18.79 -0.29 -1.52% 949.27M
EEB 32.98 +0.17 +0.52%
EE 30.63 +0.71 +2.37% 1.229B
EDZ 18.81 +0.27 +1.46%
EDV 124.64 +0.47 +0.38%
EDUC 4.650 +0.19 +4.26% 18.13M
EDU 26.23 -0.05 -0.19% 4.154B
EDS 2.32 +0.23 +11.00%
EBIX 17.93 -0.04 -0.22% 653.37M
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