beta~=1.16, rho~=0.71, vol ratio ~=1.65...

本帖於 2025-08-18 15:53:13 時間, 由普通用戶 slow_quick 編輯
回答: APPLE Beta (5Y Monthly) 1.16 NOT 1parentb2025-08-18 15:01:03
  Cov 0.002534
  Var_s 0.005917
  Var_m 0.002175
  beta 1.165059
  rho 0.706338
annualized  sigma_s 26.65%
annualized  sigma_m 16.15%
  vol ratio 1.649435

 

5年月回報率數據,我懶了點沒用dividend adjust

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