erdoc888
3 posts
msg #147580
- Ignore erdoc888 |
4/27/2019 4:37:55 PM
Has anyone been able to write a function that will calculate the beta of a stock say against the ^SPX??
Thank you
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four
5,087 posts
msg #147583
- Ignore four |
4/27/2019 6:07:30 PM
Try this link
https://help.stockfetcher.com/sfhelp/?id=100332&isiframe
Fundamental Data
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glgene
616 posts
msg #147589
- Ignore glgene |
4/28/2019 1:22:32 PM
Try this...
If you try this, you’ll see that SPY’s beta is 1.00
I don’t know the look back period in SF for its beta calculation. ??
Gene
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nibor100
1,044 posts
msg #147590
- Ignore nibor100 |
4/28/2019 3:32:19 PM
Search sf forum for beta and look for posts in oct 2010, looks like 36 months
Ed S.
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glgene
616 posts
msg #147595
- Ignore glgene |
4/28/2019 9:53:04 PM
Ed,
Some of those 2010 posts on Beta were mine. I forgot; it’s he*l getting old.
Gene
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