Download Beta (Slope) For Amibroker (AFL)

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4 / 5 (Votes 3)

amibroker

Beta calculation based on Excel’s SLOPE function

Submitted by hbkwarez over 10 years ago

Submitted by MarcosEn almost 13 years ago

Submitted by motorfly almost 13 years ago

Submitted by durgesh1712 about 13 years ago

Submitted by Tinych about 13 years ago

Submitted by northstar about 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
about 11 years ago
Amibroker (AFL)

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