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Beta

معامل بيتا

A fund's sensitivity to its benchmark: beta of 1 moves with the market; above 1 amplifies its moves both ways.

Beta measures a fund's relationship with its market: when the index moves 1%, how much is the fund expected to move? A beta of 1.0 means near-identical movement; 1.3 amplifies moves by about 30%; 0.6 means a calmer ride than the market.

The key insight is that amplification works both ways: a high-beta fund shines in rising markets and hurts more in falling ones. So high beta is neither a virtue nor a flaw in itself — it describes the fund's behaviour so you can judge its fit for you.

Beta captures only market risk — the part tied to index movement. A fund concentrated in one sector can have a moderate beta while carrying large specific risks this number never shows; read beta alongside total volatility, not instead of it.

As with alpha, beta is only meaningful against an appropriate index: a Saudi equity fund's beta is normally computed against the Saudi market index, not a global one.

Formula

Beta = covariance(fund returns, benchmark returns) ÷ variance(benchmark returns)

Numeric Example

A Saudi equity fund has a beta of 1.2 versus the market index. If the index rises 10%, the fund is expected to gain about 12%; if the index falls 10%, to lose about 12%. Another fund with a beta of 0.7 would be expected at +7% and −7% in the same scenarios.

For educational and informational purposes only — not investment advice. Past performance does not guarantee future results.