Beta
Beta Analysis
Key Observations
- Low-beta / defensive (β = 0.24): HGMCF captures only ~24% of SPY's swings — typically steadier than the benchmark.
- Benchmark explains only 0% of HGMCF's daily variance (R² = 0.00): SPY is a poor fit — beta is statistically weak and driven mostly by idiosyncratic moves.
- Forward-looking adjusted beta ≈ 0.49 (Blume: pulls the raw β one-third of the way toward the market's 1.0).
- α ≈ +74.4%/yr: after stripping out market exposure, HGMCF outperformed SPY over the window (extrapolated from the daily intercept; not a forecast).
- Annualized volatility: HGMCF 65.2% vs SPY 18.5% — 3.52× as volatile (more than the benchmark).
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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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