Value

·foundational

Beta

Howard Marks

A measure of an investment's sensitivity to broad market movements — a beta of 1.0 moves in line with the market; above 1.0 amplifies market moves; below 1.0 dampens them.

Deeper Explanation

Beta is a measure of price correlation with the market, not a measure of fundamental business risk. A wonderful business whose stock trades at low volumes may show a low beta simply because prices move infrequently — but the business risk is not low. Buffett argues that beta is a fundamentally flawed measure of risk: risk is the probability of permanent capital loss, not short-term price volatility. A stock that falls 50% may have high beta; it may also be the best buying opportunity of the decade. Low beta does not mean safe; high beta does not mean risky in the way that matters for long-term investors.

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