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GRUPOS (BUCKETS) DE BETAS DE DJI.INDX SEGÚN RANKING |
The DJI.INDX betas have been ranked in ascending order and divided into several groups or buckets, where the first one includes stocks with lower betas and the last one includes stocks with higher betas.
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2023: |
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| Equity | Beta | Cluster | Return | Equity | Beta | Cluster | Return | Equity | Beta | Cluster | Return | Equity | Beta | Cluster | Return | Equity | Beta | Cluster | Return |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| K | 0.6 | 1 | -2.41 | M | 0.98 | 2 | 1.73 | D | 1.0 | 3 | 3.52 | H | 1.32 | 4 | 1.08 | I | 1.69 | 5 | 12.64 |
| P | 0.83 | 1 | -0.46 | G | 0.98 | 2 | 8.02 | C | 1.14 | 3 | 2.78 | N | 1.39 | 4 | 8.51 | A | 1.56 | 5 | 7.75 |
| C | 0.04 | 1 | 2.05 | J | 0.89 | 2 | 6.62 | T | 1.24 | 3 | 3.63 | C | 1.31 | 4 | 10.93 | B | 1.64 | 5 | 9.59 |
| J | 0.42 | 1 | -2.67 | W | 0.85 | 2 | 1.18 | D | 1.24 | 3 | 11.72 | M | 1.44 | 4 | 5.75 | C | 1.54 | 5 | 8.2 |
| M | 0.47 | 1 | 1.0 | M | 0.98 | 2 | -0.15 | A | 1.5 | 4 | 6.24 | D | 1.66 | 5 | 14.97 | ||||
| V | 0.35 | 1 | 5.98 | I | 0.86 | 2 | 3.07 | V | 1.32 | 4 | 7.56 | W | 2.21 | 5 | -1.1 | ||||
| U | 0.34 | 1 | -5.61 | A | 0.94 | 2 | 3.85 | ||||||||||||
| H | 0.83 | 1 | 4.84 | ||||||||||||||||
