Demo of how to calculate beta from regression with Excel 2007 file

# Tag Archives: Calculate

# How to calculate stock beta with Excel not Matlab CAPM

How to calculate stock beta with Excel not Matlab CAPM

Watch this video to get the most trials and tribulations

# Performance Analytics has Display relative performance, Calculate Downside Risk, Show relative return risk, Compare distributions

Performance Analytics has Display relative performance, Calculate Downside Risk, Show relative return risk, Compare distributions

If you try out this R package and tutorial:

http://cran.r-project.org/web/packages/PerformanceAnalytics/vignettes/PA-charts.pdf

You will find this a very impressive package. Even Matlab could not do any of this functionality so easily. What is even more impressive is this is all for free. How much would Mathworks charge for this?

This is the entire table of content list of what is can do easily with one table function call:

3.1 Create performance charts . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

3.2 Create a monthly returns table . . . . . . . . . . . . . . . . . . . . . . . . 9

3.3 Calculate monthly statistics . . . . . . . . . . . . . . . . . . . . . . . . . . 11

3.4 Compare distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

3.5 Show relative return and risk . . . . . . . . . . . . . . . . . . . . . . . . . 12

3.6 Examine performance consistency . . . . . . . . . . . . . . . . . . . . . . . 16

3.7 Display relative performance . . . . . . . . . . . . . . . . . . . . . . . . . . 16

3.8 Measure relative performance to a benchmark . . . . . . . . . . . . . . . . 16

3.9 Calculate Downside Risk . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24