en.wikipedia.org(finance) Beta is a measure of the risk arising from exposure to general market movements as opposed to idiosyncratic factors. The market portfolio of all investable assets has a beta of exactly 1 (here the S&P500). A beta below 1 can indicate either an investment with lower volatility than the market, or a volatile investment whose price...
Alpha is a measure of the active return on an investment, the performance of that investment compared to the S&P500 index, where 0.01 = 1% alpha < 0: the investment has earned too little for its risk (or, was too risky for the return) alpha = 0: the investment has earned a return adequate for the risk taken alpha > 0: the investment has a return in...
Like I said previously in the " K.M Trend Strategy (BETA 1.2) " this is the script to set alerts. If you haven't seen the strategy one please search it. Please look at the strategy post to see more information. Thank you. Buy Alerts = P (greater then) B Sell Alerts = P (less then) B Sincerely, Kevin Manrrique Follow us on Instagram: TWTForexGroup, we...
Plots the historical beta of the selected security to the S&P500. The observation period is adjustable
V2 of previous CFC, added optional bull/bear squeeze. squeeze can get a bit messy on extremely oversold/overbought markets like currently USDJPY in 1 hour timeframe, or any currency on low time frame during high volatility.
study is still in early phase of development and is a bit slow loading be patient. Absolute levels based on historic highest high value and time frame. looking for feedback ;)