I heard about dollar beta and I'm curious to understand what it means. Could someone explain to me what dollar beta is and how it's used in financial analysis or investing?
7
answers
Eleonora
Wed Feb 26 2025
Our findings indicate that indices with a higher dollar beta tend to offer higher average returns.
Riccardo
Wed Feb 26 2025
This suggests that dollar beta plays a significant role in determining investment outcomes.
BlockchainWizard
Wed Feb 26 2025
The concept of "dollar beta" is introduced here.
BusanBeautyBloomingStarShine
Wed Feb 26 2025
It represents the sensitivity of stock returns to fluctuations in the broad dollar index.
SunlitMystery
Wed Feb 26 2025
Specifically, it acts as a cross-section risk factor that is priced in the market.