How does bloomberg calculate beta




















Was this helpful? Yes 0 No 0. COVID update: Find the latest updates on phased service availability and connect with us for virtual support. Warning: Your browser has javascript disabled. Without javascript some functions will not work, including question submission via the form. Where can I find current and historical betas? Toggle menu visibility. Ask Another Question. Answered By: Lippincott Library. A beta of 1 indicates that the security's price is expected to move exactly with the market.

A beta greater than 1 indicates that the security's price is expected to be more volatile than the market. A beta of less than 1 indicates that the security's price is expected to be less volatile than the market. Comments 0. Finding Beta of a Stock. Subject Guide. Mohammad Mirfakhrai. Email Me.

Contact: Dr. The adjusted beta is an estimate of a security's future beta. It weights the historic raw beta and the market beta. The formula is as follows:. Bloomberg seamlessly integrates data, news, analytics, multimedia reports, e-mail and trading capabilities into a single platform.

R2: The coefficient of determination r-squared. This is the percentage in decimal form or variance in the dependent variable the stock that can be explained by the independent variable the index. Standard Deviation of Error: The degree to which an individual probability value varies from the distribution mean.



0コメント

  • 1000 / 1000