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ls7550

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ls7550

Re: OldAIMGuy post# 34185

Saturday, 03/12/2011 4:47:08 AM

Saturday, March 12, 2011 4:47:08 AM

Post# of 47100
Hi Tom. RE Beta

1.04% loss for the day / 1.85% index drop = day BETA of 0.56.

That's a nice simply way to calculate beta.

Better than the normal

=COVAR(c2:c99,D2:D99)/VAR(D2:D99) [where column C is AIM percentage gains and column D is market percentage gains for each period]

as yours can more easily identify differences between downside and upside beta.

An AIM with 0.5 downside beta (half the decline) and 1.5 upside beta (one and a half times the rise) then :)

Best. Clive.

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