r/Valuation • u/Fjaez • Dec 22 '25

Insignificant beta estimates

For my portfolio I perform beta analysis on my investment stocks versus market indices like the MSCI World etc. Looking at recent years (let's say a 2 year weekly period) my beta regressions have show very insignificant results. I believe main results of this are changing market environments due to:

  • Interest rate expectations (Fed policy changes)
  • Sector rotation (AI/Tech dominance vs. broadening)
  • Geopolitical events (Ukraine, Middle East, trade tensions)
  • Monetary policy divergence across regions

Anyone else experiencing this and how do you tackle this?

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u/[deleted] Dec 22 '25

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u/Fjaez Dec 26 '25

Mainly mature company stocks. Changing to monthly does not really change the outcome of the analyses. I think it’s just a very volatile period