| Display title | Finance:Downside beta |
| Default sort key | Downside beta |
| Page length (in bytes) | 3,874 |
| Namespace ID | 3032 |
| Namespace | Finance |
| Page ID | 431390 |
| Page content language | en - English |
| Page content model | wikitext |
| Indexing by robots | Allowed |
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| Counted as a content page | Yes |
| HandWiki item ID | None |
| Edit | Allow all users (infinite) |
| Move | Allow all users (infinite) |
| Page creator | imported>OrgMain |
| Date of page creation | 06:59, 6 March 2023 |
| Latest editor | imported>OrgMain |
| Date of latest edit | 06:59, 6 March 2023 |
| Total number of edits | 1 |
| Recent number of edits (within past 90 days) | 0 |
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Description | Content |
Article description: (description)
This attribute controls the content of the description and og:description elements. | In investing, downside beta is the beta that measures a stock's association with the overall stock market (risk) only on days when the market’s return is negative. Downside beta was first proposed by Roy 1952 and then popularized in an investment book by Markowitz (1959). |
