楼主: orochim44
3803 13

关于股票的BETA系数 [推广有奖]

11
lzh1113 发表于 2011-9-1 18:41:03
自己用收益率回归算出来就行吧

12
Emilyst 发表于 2011-9-2 10:54:26
我上课学过,回头我找来看。

13
Emilyst 发表于 2011-9-2 10:58:07
morningstar里搜的

14
big-cool 发表于 2011-9-3 01:42:31
1. Get price history for your stock and whatever the market index you choose.
2. calculate price changes, daily or weekly, for both your stock and index
3. do regression, you will get the historical beta
4. if you desire, you can adjust the historical beta to get normalized beta.  

您需要登录后才可以回帖 登录 | 我要注册

本版微信群
加好友,备注jr
拉您进交流群
GMT+8, 2026-1-3 08:34