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I have add another column to the list called Star Trader. It has real time feed from Reuters. Would you like me to update the list tonight so they are all after the
close today? Star trader is add in violet.
MSN screener Deluxe and StarTrader are both used publicly. StarTrader is sold but I don't understand why there should be such different numbers. I have no ability to change the days in either one.
I have add another column to the list called Star Trader. It has real time feed from Reuters. Would you like me to update the list tonight so they are all after the
close today? Star trader is add in violet.
How are the days changed in the AmiBroker Formula?
Symbol
Company Name
MSN Beta
Alpha
Alpha and Beta and R_Squared Indicator
R_Squared
Alpha and Beta and R_Squared
Star Trader
Avg. Daily Vol. Last Month
ACF
AmeriCredit Corp.
4.27
-0.08
1.46
0.7
1.45
4.17
1,790,140
AKAM
Akamai Technologies, Inc.
5.09
0.14
2.05
0.67
2.05
5.1
5,929,215
ALA
Alcatel (ADR)
3.77
-0.26
1.47
0.11
1.47
3.81
2,295,560
AMD
Advanced Micro Devices, Inc.
3.53
-0.67
2.12
0.53
2.11
3.48
20,610,285
AMKR
Amkor Technology, Inc.
4.85
0.73
4.16
0.29
4.16
4.48
6,516,765
AMR
AMR Corporation
4.74
0.2
0.09
0.26
0.089
4.7
6,481,645
ATML
Atmel Corporation
5.21
-0.23
1.09
0.23
1.09
5.23
7,719,350
AV
Avaya Inc.
5.11
-0.01
1.59
0.9
1.58
5.07
3,099,865
BWNG
Broadwing Corporation
3.97
0.37
1.58
0.38
1.58
4.05
1,241,645
CAL
Continental Airlines, Inc.
3.85
0.22
0.65
0.56
0.65
3.85
4,221,520
CNET
CNET Networks, Inc.
4.58
-0.83
3.05
0.02
3.05
4.61
1,704,005
CSCO
1.03
0.11
1.53
0.89
1.52
1.98
45,469,860
DCEL
Dobson Communications Corporation
5.14
0.5
1.4
0.54
1.39
5.1
2,371,310
EMKR
EMCORE Corporation
4.65
-1.6
4.92
0.42
4.92
4.71
1,201,255
ERIC
Telefonaktiebolaget LM Ericsson (ADR)
4.82
0.36
0.43
0.56
0.42
3.67
1,619,315
GNSS
Genesis Microchip Inc.
3.99
-0.42
1.48
0.01
1.48
4.09
1,707,910
HLIT
Harmonic Inc.
3.68
-0.08
1.83
0.03
1.82
3.67
1,147,970
MENT
Mentor Graphics Corporation
3.68
-0.26
2.88
0.35
2.87
3.72
1,063,385
MSFT
1.93
-0.01
1.63
0.98
1.62
1.08
56,302,575
NVDA
NVIDIA Corporation
4.01
0.17
3.49
0.42
3.48
4.08
11,151,205
ONNN
oseON Semiconductor Corp.
4.03
-0.48
1.61
0.35
1.6
3.98
4,910,840
OPSW
Opsware Inc.
4.13
0.53
1.55
0.6
1.55
4.25
1,518,100
OPWV
Openwave Systems Inc.
5.85
0.55
1.45
0..85
1.45
5.76
3,041,355
OVTI
OmniVision Technologies
4.19
-0.61
3.22
0.43
3.21
4.18
2,105,575
PMCS
PMC-Sierra, Inc.
4.08
-0.02
0.07
0.28
0.069
4.16
8,209,995
PWAV
Powerwave Technologies, Inc.
3.62
-1.24
2.15
0.48
2.14
3.7
4,279,650
SIMG
Silicon Image, Inc.
4.4
-0.02
2.38
0.67
2.38
4.3
1,192,450
TASR
TASER International, Inc.
4.34
0.93
1.45
0.72
1.45
4.31
1,289,610
TWTC
Time Warner Telecom Inc.
4.13
0.2
2.38
0.74
2.38
4.21
2,622,100
VRSN
VeriSign, Inc.
3.65
-0.41
2.55
0.37
2.55
3.63
3,250,720
WFR
MEMC Electronic Materials, Inc.
3.8
-0.39
1.64
0.31
1.64
3.92
4,872,855
I do set everything to the S&P 500 for basis. Below are the betas for 10/13/06 after market close.
Symbol
Company Name
MSN Beta
Alpha
Alpha and Beta and R_Squared Indicator
R_Squared
Alpha and Beta and R_Squared
Star Trader
Avg. Daily Vol. Last Month
ACF
AmeriCredit Corp.
4.27
-0.08
1.46
0.7
1.45
4.17
1,790,140
AKAM
Akamai Technologies, Inc.
5.09
0.14
2.05
0.67
2.05
5.1
5,929,215
ALA
Alcatel (ADR)
3.77
-0.26
1.47
0.11
1.47
3.81
2,295,560
AMD
Advanced Micro Devices, Inc.
3.53
-0.67
2.12
0.53
2.11
3.48
20,610,285
AMKR
Amkor Technology, Inc.
4.85
0.73
4.16
0.29
4.16
4.48
6,516,765
AMR
AMR Corporation
4.74
0.2
0.09
0.26
0.089
4.7
6,481,645
ATML
Atmel Corporation
5.21
-0.23
1.09
0.23
1.09
5.23
7,719,350
AV
Avaya Inc.
5.11
-0.01
1.59
0.9
1.58
5.07
3,099,865
BWNG
Broadwing Corporation
3.97
0.37
1.58
0.38
1.58
4.05
1,241,645
CAL
Continental Airlines, Inc.
3.85
0.22
0.65
0.56
0.65
3.85
4,221,520
CNET
CNET Networks, Inc.
4.58
-0.83
3.05
0.02
3.05
4.61
1,704,005
CSCO
1.03
0.11
1.53
0.89
1.52
1.98
45,469,860
DCEL
Dobson Communications Corporation
5.14
0.5
1.4
0.54
1.39
5.1
2,371,310
EMKR
EMCORE Corporation
4.65
-1.6
4.92
0.42
4.92
4.71
1,201,255
ERIC
Telefonaktiebolaget LM Ericsson (ADR)
4.82
0.36
0.43
0.56
0.42
3.67
1,619,315
GNSS
Genesis Microchip Inc.
3.99
-0.42
1.48
0.01
1.48
4.09
1,707,910
HLIT
Harmonic Inc.
3.68
-0.08
1.83
0.03
1.82
3.67
1,147,970
MENT
Mentor Graphics Corporation
3.68
-0.26
2.88
0.35
2.87
3.72
1,063,385
MSFT
1.93
-0.01
1.63
0.98
1.62
1.08
56,302,575
NVDA
NVIDIA Corporation
4.01
0.17
3.49
0.42
3.48
4.08
11,151,205
ONNN
oseON Semiconductor Corp.
4.03
-0.48
1.61
0.35
1.6
3.98
4,910,840
OPSW
Opsware Inc.
4.13
0.53
1.55
0.6
1.55
4.25
1,518,100
OPWV
Openwave Systems Inc.
5.85
0.55
1.45
0..85
1.45
5.76
3,041,355
OVTI
OmniVision Technologies
4.19
-0.61
3.22
0.43
3.21
4.18
2,105,575
PMCS
PMC-Sierra, Inc.
4.08
-0.02
0.07
0.28
0.069
4.16
8,209,995
PWAV
Powerwave Technologies, Inc.
3.62
-1.24
2.15
0.48
2.14
3.7
4,279,650
SIMG
Silicon Image, Inc.
4.4
-0.02
2.38
0.67
2.38
4.3
1,192,450
TASR
TASER International, Inc.
4.34
0.93
1.45
0.72
1.45
4.31
1,289,610
TWTC
Time Warner Telecom Inc.
4.13
0.2
2.38
0.74
2.38
4.21
2,622,100
VRSN
VeriSign, Inc.
3.65
-0.41
2.55
0.37
2.55
3.63
3,250,720
WFR
MEMC Electronic Materials, Inc.
3.8
-0.39
1.64
0.31
1.64
3.92
4,872,855
Thomas Ludwig <Thomas.Ludwig@xxxxxx> wrote: 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.
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Steven Kuball
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