- name
- beta
- version
- 1.0.0
- description
- Beta coefficient reference — CAPM, systematic risk, portfolio sensitivity, regression analysis. Use when measuring stock volatility relative to the market or constructing risk-adjusted portfolios.
- author
- BytesAgain
- homepage
- https://bytesagain.com
- source
- https://github.com/bytesagain/ai-skills
- tags
- [beta, capm, risk, portfolio, volatility, finance, regression]
- category
- finance
Beta — Beta Coefficient & Systematic Risk Reference
Quick-reference skill for understanding and applying the beta coefficient in finance, portfolio management, and risk analysis.
When to Use
- Calculating a stock's beta relative to a benchmark index
- Understanding systematic vs unsystematic risk
- Applying CAPM to estimate expected returns
- Constructing beta-neutral or target-beta portfolios
- Interpreting regression output for asset sensitivity
Commands
intro
scripts/script.sh introOverview of beta — definition, intuition, and role in modern finance.
capm
scripts/script.sh capmCapital Asset Pricing Model — formula, assumptions, and expected return calculation.
calculate
scripts/script.sh calculateHow to calculate beta — regression method, covariance/variance method, and practical steps.
interpret
scripts/script.sh interpretInterpreting beta values — what β>1, β=1, β<1, and β<0 mean in practice.
types
scripts/script.sh typesTypes of beta — levered vs unlevered, adjusted beta, fundamental beta, bottom-up beta.
portfolio
scripts/script.sh portfolioPortfolio beta — weighted average calculation, target beta, beta hedging strategies.
pitfalls
scripts/script.sh pitfallsCommon pitfalls — estimation window, benchmark choice, non-stationarity, and survivorship bias.
examples
scripts/script.sh examplesWorked examples with real-world beta scenarios and calculations.
help
scripts/script.sh helpversion
scripts/script.sh versionConfiguration
| Variable | Description |
|---|---|
BETA_DIR | Data directory (default: ~/.beta/) |
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