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Shell’s Volatility: A Look at Its Beta

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Shell’s beta

In this part, we’ll compare Royal Dutch Shell’s (RDS.A) beta with peers’. We’ve considered the 90-day beta, which depicts how much a stock moves for a given move in the market for 90 days. Shell’s 90-day beta stands at 0.94, lower than integrated energy stocks’ average 90-day beta of 1.0.

In comparison, Statoil’s (STO), PetroChina’s (PTR), Eni’s (E), and Suncor Energy’s (SU) 90-day betas are above average at 1.2, 1.1, 1.1, and 1.3, respectively. On the other hand, YPF’s (YPF), BP’s (BP), and ExxonMobil’s (XOM) are below average. If you’re looking for global stock exposure, you could consider the Vanguard Total World Stock ETF (VT), which has a ~57% exposure to North American stocks.

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