Forum: Stocks and ETFs
September 2nd, 2014, 01:07 AM
|
|
Replies: 18
Views: 3,869
Just take the daily returns of the product and...
Just take the daily returns of the product and its "index" (I used XLE here for RIG), and run CAPM beta on the returns. Break them out for + and - daily returns, creating the "bull" and "bear" plot....
|
|
Forum: Stocks and ETFs
September 2nd, 2014, 12:35 AM
|
|
Replies: 18
Views: 3,869
|
|
Forum: Stocks and ETFs
September 1st, 2014, 02:31 PM
|
|
Replies: 18
Views: 3,869
RIG beta vs XLE for YTD
>...
RIG beta vs XLE for YTD
> betaOverTime(symbol="RIG",index="XLE",start="2014-01-01",end="2014-08-29")
https://nexusfi.com/attachment.php?attachmentid=154615
Mike
|
