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
5,087 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

glgene
613 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
1,010 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
613 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

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.