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» Equity "Beta"
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| Author | Topic: Equity "Beta" (3 messages, Page 1 of 1) |
 adrianjm -Interested User- Posts: 7 Joined: Jun 27, 2011 |
Posted: Jan 19, 2012 10:37 AM
Msg. 1 of 3
Hi there,
I am trialling the Excel package XLQ which sucks in data from IQFeed and has an option to show a securities "Beta". The XLQ people tell me this data is fed directly from you guys. Can you tell me the source and/or formula for this beta calculation? Cheers, Adrian |
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DTN_ToddH -DTN Guru- Posts: 287 Joined: Oct 6, 2011 |
Posted: Jan 19, 2012 04:01 PM
Msg. 2 of 3
Hello Adrian,
I do not have the exact formula yet, but our Developer web page explains beta as a coefficient measuring a stock’s relative volatility. It is the covariance of a stock in relation to the rest of the stock market. This calculation comes to us from Morningstar, our fundamental data provider. |
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adrianjm -Interested User- Posts: 7 Joined: Jun 27, 2011 |
Posted: Jan 19, 2012 11:58 PM
Msg. 3 of 3
right ok. XLQ - IQFeed - Morningstar. Quite the trip.
Appreciate your efforts in hunting this down. Adrian |
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