Beta is the measure of anĀ assetā€™sĀ riskĀ in relation to theĀ marketĀ (for example, theĀ S&P500) or to an alternativeĀ benchmarkĀ orĀ factors. Roughly speaking, a security with a beta of 1.5, will have move, onĀ average, 1.5 times theĀ market return.

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For a whole portfolio, theĀ betaĀ is the weighted sum of the individual asset betas, according to the proportions of the investments in the portfolio. E.g., if 50% of theĀ moneyĀ is in stock A with a beta of 2.00, and 50% of the money is in stock B with a beta of 1.00,the portfolio beta is 1.50.

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