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 899 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 864 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.