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# Beta Calculation

See original GitHub issue

### the problem

The Beta calculation should be done using period return and not actual Close price

How to Calculate Beta To calculate the beta of a security, the [covariance] between the return of the security and the return of the market must be known, as well as the variance of the market returns.

### Issue Analytics

• State:
• Created 2 years ago

0reactions
DaveSkendercommented, Mar 13, 2022

Beta was updated to use return values in version 1.22.2

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