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Biotech / Medical : 2012 Biotech Charity Contest -- Ignore unavailable to you. Want to Upgrade?

To: IRWIN JAMES FRANKEL who wrote (369)10/13/2012 6:26:14 PM
From: BulbaMan  Read Replies (1) | Respond to of 513
 
IJ, Rather than using beta (relative to the S&P 500) to compare the volatility of the NBI stocks relative to the Contest stocks, you could simply compute the standard deviations of the YTD percent numbers I post weekly for both the NBI & Contest median. Comparing the two standard deviations would give a pretty good idea of how much their volatility differs.
I’m not suggesting you do this Jim, but it shouldn’t take too much of your weekend if you were inclined to do so - another very big ;-)
Peace & good health,
Bulba



To: IRWIN JAMES FRANKEL who wrote (369)10/15/2012 8:02:20 PM
From: DewDiligence_on_SI  Respond to of 513
 
>The beta is a bit of a surprise to me. I would have guessed that the NBI would be more volatile than the S&P 500 and not less.<

Bear in mind that beta measures not raw volatility, but rather the product of volatility and correlation to the S&P 500. It’s the relatively low correlation of biotech to the S&P 500 that gives ^NBI a low-ish beta.


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