The article discusses methods of measurement of risk connected with equity with the emphasi coefficient as a measure of the market risk. The future value of the beta coefficient may be subjectively estimated by the analyst or forecasted on the basis of the beta coefficients measured for the past periods. In the framework of the second approach we can distinguish the following methods: -methods of measuring of the historical beta coefficients, -methods of correcting of the historical beta coefficients, -methods of correcting of the historical beta coefficients based on the fundamental analysis.