Steve, you have to calculate Beta over a specified number of days. You can calculate it, e.g., over 20, 50 or 200 days - and the results are different, of course. Another aspect is which index you are using for the calculation - the Beta for, e.g., Microsoft calculated against the OEX is different from the one calculated against the Nasdaq Composite. That's what Allan was talking about.
A formula how to calculate Beta in AB can be found on http://amibroker.com/library/detail.php?id=157 Thomas > Which Beta calculation are you comparing to. The periods that I use are > after the close and don't put the numbers into a table till after 1800hrs > central time USA. > > Would you send me a copy of your explore and Indicator so I can verify > that I have the correct one? There are 9 formulas in the library. Which one > are you useing? > > [EMAIL PROTECTED] wrote: > Steve, > > I have checked and verified Amis beta calculation...Its good to go.More > like likely than not,you are not matching up the time periods between Ami > and MSN or you may be referencing a different benchmark > > Allan > > ----- Original Message ----- > From: Steve Kuball > Date: Wednesday, October 18, 2006 9:18 am > Subject: [amibroker] Beta > To: amibroker@yahoogroups.com > > > Hi everyone, > > I hope you are all having a good day. > > > > I am looking for other ways to get Beta calculation. The Beta > > indicator and explore that I have for AmiBroker come up with > > substantially different numbers than MSN. Deluxe screener and > > StarTrader a real time program that I use. Any help locating a > > Beta program that can agree with some common calculators on-line > > would be appreciated. > > > > Thank you all for your help, > > Steve Kuball > > > > > > Steven Kuball > > > > --------------------------------- > > Talk is cheap. Use Yahoo! Messenger to make PC-to-Phone calls. > > Great rates starting at 1ยข/min. > > Steven Kuball > > --------------------------------- > Do you Yahoo!? > Everyone is raving about the all-new Yahoo! Mail. Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> Your email settings: Individual Email | Traditional <*> To change settings online go to: http://groups.yahoo.com/group/amibroker/join (Yahoo! ID required) <*> To change settings via email: mailto:[EMAIL PROTECTED] mailto:[EMAIL PROTECTED] <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
