Download Beta (Slope) For Amibroker (AFL)

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amibroker

Beta calculation based on Excel’s SLOPE function

Submitted by hbkwarez over 10 years ago

Submitted by MarcosEn over 13 years ago

Submitted by motorfly over 13 years ago

Submitted by durgesh1712 over 13 years ago

Submitted by Tinych over 13 years ago

Submitted by northstar over 13 years ago

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function aBetaLnRegCoeff (Index, Stock, Period) {
   IndexRtn = (Index-Ref(Index,-1))/Ref(Index,-1)*100;
   StockRtn = (Stock-Ref(Stock,-1))/Ref(Stock,-1)*100;
   IndexRtnAvg = Sum(IndexRtn,Period) / Period;
   StockRtnAvg = Sum(StockRtn,Period) / Period;
   IndexDev = IndexRtn - IndexRtnAvg;
   StockDev = StockRtn - StockRtnAvg;
   return (Sum(IndexDev*StockDev,Period) / Sum(IndexDev*IndexDev,Period));
}
 
Beta = aBetaLnRegCoeff (Foreign("INDU", "C"), C, 50);
Plot(Beta, "Beta", ParamColor("Beta color", colorBlue), ParamStyle("Beta style"));

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Beta (Slope) for Amibroker (AFL)
kiedal
over 11 years ago
Amibroker (AFL)

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