Easily Calculating Beta in Excel Using Regression

preview_player
Показать описание
What is beta? Learn how and why to calculate historical beta for any security in Excel. We'll teach you how Yahoo Finance does it, too!
Not enough for you? Want to learn more R? Our friends over at DataCamp will whip you into shape real quick if you need help:

Or if you're more of a Python guy, we have an intro to finance for Python course live on DataCamp right now:

Рекомендации по теме
Комментарии
Автор

how about Beta in R :) would you make a video about it !

khalidalialghamdi
Автор

First of all, thanks a ton.. I was for some reason getting wild values for beta when I ran regression. Much help. But I think you shouldn't try to push R squared toward 1, because R squared captures the non diversifiable risk(market risk). And one other thing, staying true to the CAPM model, which this method of finding beta is based on, shouldn't we consider a global index? Perhaps msci global..? Because according to CAPM beta captures risk added by the company to a market portfolio(a portfolio containing all traded assets on the face of the earth).. Sorry for the ridiculously long comment. Thanks again.

lividpudding
Автор

Calculate Beta in Excel Using Regression!

QuantCourse
Автор

The beta is on daily basis, how can we convert it to annual basis. Thank you

fffppp
join shbcf.ru