Relevant for Portfolio Construction Influence of Market Sensitivity Reflected in Beta Value

We'd also highlight that the historical data in Figure 3 suggest that the market has experienced similar seasonal affects in both presidential election years ... Like many financial assets, share prices rise and fall according to shifts in supply and demand. The concept is simple: If more people want to buy a share than ... Nov 4, 2024 ... By considering both share price and historical volatility, we can estimate each stock's potential influence on the index. According to a CNBC ... Abstract. Dispersion in investor beliefs and short-selling constraints can lead to stock market bubbles. This paper argues that firms, unlike investors, can ... Dec 1, 2021 ... The authors examine what they call the “investment channel,” looking at how operating firms make investment decisions for their business. The stock market co-movement between China and its developed partners are positively affected by industrial production differential for the whole and turmoil ... Feb 22, 2025 ... Subjective expectations predict growth well in stable periods, but fail to predict crises. Furthermore, subjective dividend, earnings, and cash ... This paper examines whether changes in equity prices have an important influence on consumer confidence, and if so, how this is accomplished. Figure 1 shows the ... Jun 6, 2022 ... What affects share prices? We explain why stock markets fluctuate and what factors have the most influence. We develop a model in which dispersion of investor beliefs under short-selling constraints drives a firm's stock price above its fundamental value.