beta coefficient


Also found in: Dictionary, Thesaurus, Medical, Financial, Wikipedia.

beta coefficient

[′bād·ə kō·ə′fish·ənt]
(statistics)
Also known as beta weight.
One of the coefficients in a regression equation.
A moment ratio, especially one used to describe skewness and kurtosis.
Mentioned in ?
References in periodicals archive ?
The annual data of 21 financial indicators, DOL, DFL and the beta coefficient were taken from the Taiwan Economic Journal (TEJ) Data Bank.
The beta coefficient has a significant impact on the capital costs, as the CAPM equation shows (Fernandez, 2004b; Ai and Brockett, 2008; Womack and Zhang, 2003):
Now AIC's researchers have derived the beta coefficient of the reclassified sectors, based on total monthly performance for the last five years.
Accordingly, Beta coefficient is particularly important as a risk metric.
A beta coefficient represents the covariance between the Global CPRI and the regional CPRI divided by the variance of the Global CPRI.
Estimating a portfolio's beta coefficient using regression may introduce estimation bias because of the assumption that beta is constant over a specific period of investigation.
Furthermore, the positive beta coefficient of enjoyment and utility also demonstrated that more favorable attitudes toward mobile SMS advertising led to higher probability of actual mobile SMS advertising (Refer to Table 4).
The regression descent indicates a positive relation between GDP/capita and the employees' job satisfaction, and the value of Beta coefficient of 0.
The Beta coefficient is negative as predicted and is significant.
This table also shows the beta coefficient derived from the growth curve model and the probability that the beta coefficient differed significantly from 0.