diff --git a/MarketData/MarketDataLib/Numerics/Numerics.cs b/MarketData/MarketDataLib/Numerics/Numerics.cs
index 2ac2af2..fa86d49 100755
--- a/MarketData/MarketDataLib/Numerics/Numerics.cs
+++ b/MarketData/MarketDataLib/Numerics/Numerics.cs
@@ -1356,7 +1356,9 @@ namespace MarketData.Numerical
 /// The revised code (i.e.) Beta=Covariance(x,y)/Variance(x) was taken from Investopedia 
     public static double Beta(ref double[] assetReturns, ref double[] benchmarkReturns)
     {
-      return Covariance(ref assetReturns, ref benchmarkReturns) / Variance(ref benchmarkReturns);
+      double variance = Variance(ref benchmarkReturns);
+      if(0.00 == variance)return double.NaN;
+      return Covariance(ref assetReturns, ref benchmarkReturns) / variance;
     }
 /// <summary>ApplyDecay - Apply exponential weighting.</summary>
 /// <param name="samples">the samples to weight.</param>