27 October 2009

Beta was working today i.e. low beta

Very big spreads today. VMO Highs - Lows = 155 bps (360 this week) Beta Lows - Highs = 258 bps. The low beta portfolio actually was up 29 bps today. A lot of portfolio rejiggering going on today. I like the chart that shows Beta vs Pct Change by Industry. How can I make it any clearer?

Well I mean that. How can I make this analysis clearer? If you have any recommendations or ideas you'd like to see here, give me a call at 347-293-1776. Or leave a comment.

Not too much from FRScalls tomorrow as will being speaking* Chinese.


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