Wednesday, October 28, 2009

Current Pullback: S&P Performance Based on Beta Deciles

While it's not surprising, the highest beta stocks are getting killed during the current pullback. As shown below, the 50 stocks in the S&P 500 with the highest betas are down 8.72% since 10/19, while the 50 stocks with the lowest betas are only down 2.11%.

Betaad

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