Intuitively, I can't really wrap my head around this. If I regress y on x and the beta is less that one, shouldn't the beta from a regression of x on y be greater than one. Mathematically, I know the relationship:
i.e. beta = cov(x,y)/var(x)
so that as long as var(y) and var(x) are greater than cov(x,y), both betas will be less than one. But intuitively, this doesn't seem to make sense to me. The context I'm looking that is in stock returns. If I get a beta of less than 1, doesn't that mean the stock that is the independent variable is less volatile than the dependent? And if that's the case should the inverse regression yield a beta greater than one?
What am I missing? Is there an easy way to conceptualize this?