The correct answer is: Beta coefficient.
Beta coefficient is a measure of a stock’s volatility relative to the market. It is calculated by regressing the stock’s returns against the market returns. A beta of 1 indicates that the stock moves in perfect correlation with the market, while a beta of 0 indicates that the stock is not correlated with the market. A beta of greater than 1 indicates that the stock is more volatile than the market, while a beta of less than 1 indicates that the stock is less volatile than the market.
Stand-alone coefficient is a measure of a stock’s risk that is not related to the market. It is calculated by regressing the stock’s returns against a constant term.
Alpha coefficient is a measure of a stock’s performance that is not explained by the market. It is calculated by regressing the stock’s returns against the market returns and a constant term.
Relevant coefficient is not a term used in finance.