StockFetcher Forums · General Discussion · Calculating Beta<< >>Post Follow-up
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

four
5,072 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

glgene
550 posts
msg #147589
Ignore glgene
4/28/2019 1:22:32 PM

Try this...

Fetcher[
sp500
add column beta
]



If you try this, you’ll see that SPY’s beta is 1.00

Fetcher[
symlist(spy)
add column beta
]



I don’t know the look back period in SF for its beta calculation. ??

Gene

nibor100
353 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.

glgene
550 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

StockFetcher Forums · General Discussion · Calculating Beta<< >>Post Follow-up

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