Alfa & Beta

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Alfa & Beta

Postby Apprentice » Sat Jul 16, 2011 8:18 am

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 893 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 856 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.
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Re: Alfa & Beta

Postby Apprentice » Wed Mar 08, 2017 3:38 pm

Indicator was revised and updated.
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Re: Alfa & Beta

Postby jaricarr » Wed Sep 13, 2017 12:38 am

Hi Apprentice,

Is there any information on how to use these indicators ?
Many thanks,
JariCarr
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Re: Alfa & Beta

Postby Apprentice » Wed Sep 13, 2017 2:55 am

Unfortunately no.
Was requested by a user.
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Re: Alfa & Beta

Postby Apprentice » Sun Sep 23, 2018 7:17 am

The Indicator was revised and updated.
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