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Alfa & Beta

PostPosted: Sat Jul 16, 2011 8:18 am
by Apprentice
Alfa.png


Alfa
The difference between the fair and actually expected rates of return on a stock is called the stock's alpha.
Alfa.lua
(6.32 KiB) Downloaded 895 times


Beta
The Beta coefficient is a measure of a stock's (or portfolio's) volatility in relation to the rest of the market.
Beta.lua
(6.09 KiB) Downloaded 860 times


These two coefficients are the foundation of modern portfolio theory.
In this version I compare the two currency pairs.

In the future I plan to add comparison portfolio / market.
But before that I have come up with Index to track market trends.

Re: Alfa & Beta

PostPosted: Wed Mar 08, 2017 3:38 pm
by Apprentice
Indicator was revised and updated.

Re: Alfa & Beta

PostPosted: Wed Sep 13, 2017 12:38 am
by jaricarr
Hi Apprentice,

Is there any information on how to use these indicators ?

Re: Alfa & Beta

PostPosted: Wed Sep 13, 2017 2:55 am
by Apprentice
Unfortunately no.
Was requested by a user.

Re: Alfa & Beta

PostPosted: Sun Sep 23, 2018 7:17 am
by Apprentice
The Indicator was revised and updated.