Beta (regression)
Calculate Beta (regression) instantly with the exact formula and a worked example.
Beta (regression)
Correlation with market (ρ)
Asset volatility (σ)%
Market volatility (σ)%
β coefficient
1.2
R² (share of market risk)
64%
Behaviour
More aggressive than the market
If the market rises 10%
+12%
More about: Beta (regression)
What it calculates
The “Beta (regression)” calculator computes β coefficient from 3 parameters: correlation with market (ρ), asset volatility (σ) (%), market volatility (σ) (%).
A core calculation for studying, engineering tasks, and checking solutions.
Example calculation
With parameters Correlation with market (ρ) = 0.8, Asset volatility (σ) = 30 %, Market volatility (σ) = 20 % the result is 1.2.
How to use
- Enter correlation with market (ρ), asset volatility (σ) and market volatility (σ) — each field above is adjustable with a slider.
- β coefficient is calculated automatically as you type.
- Check the worked example below to see the formula applied to real numbers.
- Copy the result or bookmark this calculator.
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FAQ
How is Beta (regression) calculated?
The Beta (regression) calculator computes β coefficient from correlation with market (ρ), asset volatility (σ), market volatility (σ). Enter your values above and the exact formula is applied instantly; a worked example with real numbers is shown below.
Is the Beta (regression) calculator free?
Yes. It is completely free, needs no signup, runs entirely in your browser, and sends no data to any server.
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