{"id":724597,"date":"2022-05-23T11:08:03","date_gmt":"2022-05-23T15:08:03","guid":{"rendered":"http:\/\/spaceweekly.com\/?p=724597"},"modified":"2022-05-23T11:08:03","modified_gmt":"2022-05-23T15:08:03","slug":"price-noise-proves-the-key-to-high-performing-bets-against-beta-investment-strategies","status":"publish","type":"post","link":"https:\/\/spaceweekly.com\/?p=724597","title":{"rendered":"Price noise proves the key to high performing &#039;bets against beta&#039; investment strategies"},"content":{"rendered":"<p>Beta is a measure of a stock&#8217;s volatility in relation to the overall market. Betting against beta (BAB) strategies have been developed that perform incredibly well for investors. The basic BAB strategy is to take a short position in assets with higher betas, and a longer position in assets with lower betas, on the grounds that higher beta assets are overpriced and the lower ones are underpriced. This approach results in large &#8220;positive alphas&#8221;\u2014in other words, indications that the security is outperforming the market. The excellent performance of BAB strategies has generated academic interest and made them highly influential with practitioners.&#013;<br \/>\n&#013;<br \/>\n&#013;<br \/>\n Click here for original story, <a href=\"https:\/\/phys.org\/news\/2022-05-price-noise-key-high-beta.html\" target=\"_blank\" rel=\"nofollow noopener\">Price noise proves the key to high performing &#8216;bets against beta&#8217; investment strategies<\/a>&#013;<br \/>\n&#013;<br \/>\n&#013;<br \/>\nSource: Phys.org&#013;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Beta is a measure of a stock&#8217;s volatility in relation to the overall market. Betting against beta (BAB) strategies have been developed that perform incredibly well for investors. The basic&hellip; <\/p>\n","protected":false},"author":1,"featured_media":615444,"comment_status":"false","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[41],"tags":[],"class_list":["post-724597","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-phys-org"],"_links":{"self":[{"href":"https:\/\/spaceweekly.com\/index.php?rest_route=\/wp\/v2\/posts\/724597","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/spaceweekly.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/spaceweekly.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/spaceweekly.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/spaceweekly.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=724597"}],"version-history":[{"count":0,"href":"https:\/\/spaceweekly.com\/index.php?rest_route=\/wp\/v2\/posts\/724597\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/spaceweekly.com\/index.php?rest_route=\/wp\/v2\/media\/615444"}],"wp:attachment":[{"href":"https:\/\/spaceweekly.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=724597"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/spaceweekly.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=724597"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/spaceweekly.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=724597"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}