The 5 companies with the highest Beta are as follows:

• Apache Corp (APA)
• Norwegian Cruise Line Holdings Ltd. (NCLH)
• Royal Caribbean Group (RCL)
• ONEOK, Inc. (OKE)
• Carnival Corporation & Plc (CCL)

The 5 companies with the lowest Beta are as follows:

• The Clorox Company (CLX)
• The Kroger Co. (KR)
• Hormel Foods Corp (HRL)
• Consolidated Edison, Inc. (ED)
• The J. M. Smucker Company (SJM)

The 5 companies with the highest Sharpe Ratio are:

• Microsoft Corp (MSFT)
• Dollar General Corporation (DG)
• Adobe Inc. (ADBE)
• ServiceNow, Inc. (NOW)
• Pool Corporation (POOL)

The 5 companies with the lowest Sharpe Ratio are as follows:

• Mylan N.V. (MYL)
• American Airlines Group Inc. (AAL)
• Nielsen Holdings plc (NLSN)
• General Electric (GE)
• Molson Coors Beverage Company (TAP)

Thanks for reading!

-Aric Lux.

The post Beta and Sharpe Ratio of S&P 500 Companies (October 2020) appeared first on Light Finance.