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Beta II
This formula calculates Beta which is a measure of volatility of one securityagainst
another. This is typically used to measure the volatility of a stock againstan index like the S&P 500. A value greater than one indicates the stock is more volatile thanthe index.

Beta krok po kroku:

1. Otwórz papier podstawowy.
2. Skopiuj do tego okna index lub inny papier.
3. Przeciągnij z paska "indicator QuickList" wskaźnik Beta II i upuść go na owy skopiowany walor.

Note, this formula is set to calculate beta over 21 periods.
To change the time periods replace each instance of 21 in the formulawith the desired number of periods.


Beta II

(( 21 * Sum( ROC( CLOSE ,1 ,% ) * ROC( Security("WIG",C),1 ,% ) ,21 ) ) -
( Sum( ROC( CLOSE ,1 ,% ) ,21) * Sum( ROC( Security("WIG",C) ,1 ,% ) ,21 ) ) ) /
( (21 * Sum( Pwr( ROC( Security("WIG",C) ,1 ,% ) ,2 ) ,21 )) -
Pwr( Sum( ROC( Security("WIG",C) ,1 ,% ) ,21 ) ,2 ))

 

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