Beta
Beta Analysis
Key Observations
- High-beta / aggressive (β = 1.35): AMZN amplifies SPY — a 1% benchmark move maps to ~1.35%, cutting both ways.
- Benchmark explains 43% of AMZN's daily variance (R² = 0.43); a meaningful share is stock-specific, so treat beta as approximate.
- Forward-looking adjusted beta ≈ 1.23 (Blume: pulls the raw β one-third of the way toward the market's 1.0).
- α ≈ -2.6%/yr: after stripping out market exposure, AMZN underperformed SPY over the window (extrapolated from the daily intercept; not a forecast).
- Annualized volatility: AMZN 34.0% vs SPY 16.5% — 2.06× as volatile (more than the benchmark).
Ask the market a question. Get a calculated answer.
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The same command catalogue from Claude, your own agent, a shell or your pipeline. The answer on screen is the answer your job gets at 4am.
You ask
“How does NVDA usually trade through earnings?”
It calls
→ ka.options_expected_move(NVDA)
It answers
NVDA has averaged a 9.2% absolute move on the day after earnings and closed higher 67% of the time. Two in three reactions land between −4.2% and +16.3% — the distribution is skewed right, not symmetric.
Every figure computed live from our own history — not scraped, not summarised.
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