Tag Archives: performance comparison

How to calculate a beta on a stock asset vs Standard N Poor 500 index for performance comparison

How to calculate a beta on a stock asset vs Standard N Poor 500 index for performance comparison

Here is my definition of beta as I explain in my video. Beta is used to calculate to be used in position management

http://www.investopedia.com/terms/b/beta.asp

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Note I switched the regression with:

mdl = fitlm(x,y) %function closest to Exlce Data Analysis regression package

beta = mdl.Coefficients.Estimate(2);
pval = mdl.Coefficients.pValue(2);

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