Monge, Manuel Aracil Jordá, Jorge Infante Infante, Juan 2026-04-14T15:36:07Z 2026-04-14T15:36:07Z 2025-05-01 2407-9529 10.5281/zenodo.11042511 Artículos en revistas . This study aims to provide an analysis of trends and resistance dynamics of the growth and value investment strategies, particularly in terms of aggressiveness to market risk, using the market factor of beta. Current ARFIMA (p, d, q) models are analyzed to capture the idea of the fractional integration of these strategies and the beta coefficient of the same in Dow Jones, Nasdaq, S&P 500, and the New York Stock Exchange. The findings suggest that there are substantial variations in the two strategies, with growth strategies being more prone to fluctuations and shocks in the market, whereas value strategies are strong and resilient. These differences are further supported by beta sensitivity analysis, where growth beta was found to be more risk-sensitive and value beta was found to carry a stabilizing influence, which would decrease return volatility over time application/pdf es-ES Creative Commons Reconocimiento-NoComercial-SinObraDerivada España http://creativecommons.org/licenses/by-nc-nd/3.0/es/ Revista: Scientific culture, Periodo: 1, Volumen: , Número: , Página inicial: ., Página final: . Non-diversifiable risk in value and growth strategies: time trends and persistence analysis info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/openAccess . Growth Investing, Value Investing, Non-Diversifiable Risk; Betas, Fractional Integration.