OPEN-SOURCE SCRIPT
ที่อัปเดต:

Beta coefficient

4 297
Calculates Beta Coefficient of the desired asset to a certain benchmark.

Beta Coefficient = covariance(XYZ_returns, benchmark returns) / variance(benchmark returns)
เอกสารเผยแพร่
Calculates Beta Coefficient of the desired asset to a certain benchmark.

Beta Coefficient = covariance(XYZ_returns, benchmark returns) / variance(benchmark returns)

คำจำกัดสิทธิ์ความรับผิดชอบ

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.