| Semenkova Elena Vadimovna, Akhmetova Adelya Maratovna
Negative beta
ID number: J202028
Abstract: Results of analysis of negative-beta stocks are presented in the article. Reasons of these assets’ value’s inverse relation to the market are revealed. Theoretical basis of negative beta interpretation are matched with historical data of negative-beta stocks prices, some inconsistencies are identified.
Key-words: financial asset, beta, negative-beta stock, market volatility, risk, hedging, Moscow Exchange index, short position
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