Great Southern Bancorp has a beta of 0.1374. Let's try to break down what Great's beta means in this case. Great Southern returns are very sensitive to returns on the market. As the market goes up or down, Great Southern is expected to follow. The beta indicator helps investors understand whether Great Southern moves in the same direction as the rest of the market, and how volatile (i.e., risky) it is compared to the market (i.e., selected benchmark). In other words, if Great deviates very little from the market, it does not add much risk to the portfolio, but it also doesn't increase the expected returns.