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Eric,
I think the problem of calculating Beta in Metastock is that data
arrays have an implied independent variable of Price, whereas you
want pairs of data with market index as the independent variable.
You could do an EMA on (% change in price)/(% change in market). The
accuracy then depends on the volatility of your volatility :-)
(On second thoughts, the EMA might be more current than a linear
regression in which everything is equally weighted.)
You could use Excel to do the traditional calculation. Copy and paste
the required number of pairs of stock prices and market index
values. Then do the linear regression.
There are dozens of web sites that will calculate the Beta for a
given stock for a specified number of periods.
Regards,
Alan
--- In equismetastock@xxxxxxxxxxxxxxx, chichungchoi <no_reply@xxxx>
wrote:
> Hi, does anyone know how to determine beta for volatile in
Metastock
> for specific stocks?
> Thank you
> Eric
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