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Beta Calculation
See original GitHub issuethe problem
The Beta calculation should be done using period return and not actual Close price
See: https://www.investopedia.com/ask/answers/070615/what-formula-calculating-beta.asp
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
- Comments:6 (4 by maintainers)
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https://finance.yahoo.com/quote/MSFT https://www.zacks.com/stock/chart/MSFT/fundamental/beta https://www.nasdaq.com/market-activity/stocks/msft
Beta was updated to use return values in version 1.22.2