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Re: [amibroker] Beta



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Steve, you have to calculate Beta over a specified number of days. You can 
calculate it, e.g., over 20, 50 or 200 days - and the results are different, 
of course. Another aspect is which index you are using for the calculation - 
the Beta for, e.g., Microsoft calculated against the OEX is different from 
the one calculated against the Nasdaq Composite. That's what Allan was 
talking about.

A formula how to calculate Beta in AB can be found on 
http://amibroker.com/library/detail.php?id=157

Thomas

> Which Beta calculation are you comparing to. The periods that I use are
> after the close and don't put the numbers into a table till after 1800hrs
> central time USA.
>
>   Would you send me a copy of your explore and Indicator so I can verify
> that I have the correct one? There are 9 formulas in the library. Which one
> are you useing?
>
> allansn@xxxxxxxxxxxxx wrote:
>             Steve,
>
>   I have checked and verified Amis beta calculation...Its good to go.More
> like likely than not,you are not matching up the time periods between Ami
> and MSN or you may be referencing a different benchmark
>
>   Allan
>
> ----- Original Message -----
> From: Steve Kuball
> Date: Wednesday, October 18, 2006 9:18 am
> Subject: [amibroker] Beta
> To: amibroker@xxxxxxxxxxxxxxx
>
> > Hi everyone,
> > I hope you are all having a good day.
> >
> > I am looking for other ways to get Beta calculation. The Beta
> > indicator and explore that I have for AmiBroker come up with
> > substantially different numbers than MSN. Deluxe screener and
> > StarTrader a real time program that I use. Any help locating a
> > Beta program that can agree with some common calculators on-line
> > would be appreciated.
> >
> > Thank you all for your help,
> > Steve Kuball
> >
> >
> > Steven Kuball
> >
> > ---------------------------------
> > Talk is cheap. Use Yahoo! Messenger to make PC-to-Phone calls.
> > Great rates starting at 1¢/min.
>
> Steven Kuball
>
> ---------------------------------
> Do you Yahoo!?
>  Everyone is raving about the  all-new Yahoo! Mail.


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