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Howard , Thanks for the info. I will have to get through it and see if I can come up with the data, Thanks again. Marshall
-------Original Message-------
From: equismetastock@xxxxxxxxxxxxxxx
Date: Wednesday, July 16, 2003 23:06:24
To: equismetastock@xxxxxxxxxxxxxxx
Subject: [EquisMetaStock Group] Re: beta
Hi Marshall --Beta measures the correlation between two data series. Remember that there is a lag of one half of the number of bars used to compute the beta statistic, the same lag as there would be for a simple arithmetic moving average. Beta computed over a 500 bar period (a little over two years of daily data) will have a lag of 250 bars. That is, it will indicate the beta as of about a year ago. To illustrate the quickness with which short-lookback-period beta changes, use daily data for the past 1000 days (about four years) and compute and plot the beta between Ford (F) and General Motors (GM) for beta periods from 10 days to 500 days. Howard--- In equismetastock@xxxxxxxxxxxxxxx, "marshall" <msmith3@xxxx> wrote:> anyone know the best place to find the most current Beta values for > stocks? MarshallTo unsubscribe from this group, send an email to:equismetastock-unsubscribe@xxxxxxxxxxxxxxxYour use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
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