Sears Holdings Corporation (SHLD)

49.62 -2.72  -5.20%  May 31, 5:20PM Go Pro
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Sears Holdings Corporation Beta: 1.946

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SHLD Beta Range, Past 5 Years

Minimum 0.6403 Sep 2007
Maximum 1.946 Apr 2012
Average 1.559

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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SHLD News

Is Sears Holdings a Buffett Stock?
May 31, 12:02PM Fool
Isn't a same-store-sales beat supposed to drive Sears UP, not down? Retail sector getting sloppy $SHLD $XRT $RTH
about 8 hours ago by MercenaryMike
Services Sector Wrap
May 30, 4:49PM Fox Business
$SHLD http://stks.co/429l Death cross forming, too much resistance at the $58.31-$57.61 are, SHLD should hit high $40`s soon!
about a day ago by TheOxenGroup
Sears: S&P Intraday Laggard http://stks.co/420Z My story via @TheStreet $SHLD
about a day ago by azendrian
RIM shares down on performance concerns
May 30, 10:47AM Financial Times
Sears: S&P Intraday Laggard
May 30, 10:45AM
Eddie & the Cruisers. Lampert can't be thrilled to see that $SHLD is down nearly 9% this morning. Retailers $KSS $M $JCP off about 3% too.
about a day ago by lamonicabuzz
Sears Holdings (SHLD) Falls 8%
May 30, 9:55AM Street Insider
ETF Alternatives for Last Week’s Hot Stocks
May 29, 11:46AM Investor Place
@TTGCapital $SHLD same here- nice flat-line channel on 30 min flagging on daily diff timeframes http://stks.co/40V9 #WORDEN
about 3 days ago by jrtrader1998
A lot of people suggest holding $SHLD on the strength of the Crafstman brand, but I'd go $SNA pure-play all the way. Much better service.
about 5 days ago by bradloncar
Why Geotexting Won't Save Retail
May 26, 11:09AM Fool
$SHLD http://stks.co/3xyl Over $58.00
about 8 days ago by StockTiger
Market Wrap Video + Additions to Watch List http://stks.co/3xvC including: $PRKR $SHW $CRUS $SHLD $FL
about 8 days ago by StockTiger
5 Myths Among J.C. Penney Bears
May 23, 7:08PM Fool
3 Reasons to Buy Home Depot
May 23, 5:03PM Fool
$JCP JC Penny Ackman thesis -> http://stks.co/3wnZ $KSS $SHLD $M $SAKS
about 9 days ago by imhobutdydd
3 Reasons to Sell Home Depot
May 22, 12:02PM Fool
Has TJX Become the Perfect Stock?
May 22, 10:34AM Fool
Lowe’s Remains on a Solid “Buy” Foundation
May 22, 7:00AM Investor Place
hit it out of the park today with $JOY, $AAPL, $WYNN and $SHLD thanks to a goat @gtotoy
about 10 days ago by ioTrader
Services Sector Wrap
May 21, 4:40PM Fox Business
$SHLD I don't know about that. The forecasts show that it's going straight down the drain!
about 10 days ago by ThomasM
$SHLD $56.40 was my short term target.. had no idea we'd get that close to it today.. lol. May have to revise higher.
about 10 days ago by StockDaytrader
$shld well 200 hr ma 55.31 doi we break it or slow roll?
about 10 days ago by MomentumPartnersLLC
@lumberjax good deal i told you sit a bit and you listened...now if i just ...lol $shld just a trade $amzn $220 good area to take some off
about 10 days ago by MomentumPartnersLLC
@lumberjax $shld macd hourly cross may push $55-$58 for scalp not sure about holding longer amzn $220 lvl cvred small short long ago lol
about 10 days ago by MomentumPartnersLLC
Watching $SHLD about to make new intraday Highs.
about 10 days ago by StockDaytrader
Looking for $SHLD $56.50 - 57 shot term.
about 10 days ago by StockDaytrader
Bruce Berkowitz's Top Stock Picks
May 21, 10:50AM Fool
sorry.. LONG $SHLD
about 10 days ago by StockDaytrader
Benzinga's Top Pre-Market Gainers
May 21, 8:41AM Benzinga
The Great Retail Fail
May 20, 8:07PM Fool
$SHLD held up well today, and retailers in general http://stks.co/3txU
about 13 days ago by bonfizz
@KlRBY About 70% gain on my $SHLD put and my $CTXS calls expired out of the money. I tried to double dip $CTXS and broke even
about 13 days ago by MJTiffany
Took off my $SHLD short today, I fear that this name will bounce with the market on Monday after being way down the past couple weeks $SPY
about 13 days ago by MJTiffany
@teamtucksxtro $SHLD what will happen of that pattern or u bullish or bearish?
about 13 days ago by gstocktrade6
$SHLD Mr. Whipple taking an executive lunch today
about 13 days ago by bonfizz
Friday links: unhelpful at best | via @abnormalreturns http://stks.co/3thm $FB $HPQ $SHLD $CME $PSLV
about 13 days ago by STNet
Gap and Sears Post Increase in Income
May 17, 7:36PM New York Times

Recent Quotes

Symbol Price Chg Chg % Market Cap
SHLD 49.62 -2.72 -5.20% 5.569B
SHIP 2.29 -0.02 -0.87% 27.39M
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SCHW 12.41 -0.11 -0.88% 15.92B
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SCHN 26.08 -1.28 -4.68% 745.83M
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