Mgeorges

Market Beta

135 0 20
Plots the historical beta of the selected security to the S&P500             . The observation period is adjustable
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study(title="S&P500 Beta", shorttitle="Beta")
sym = "SPY", res=period, src = close, length = input(100, minval=1)
ovr = security(sym, res, src)
secd = stdev(src, length), mktd = stdev(ovr, length)
Beta = correlation(src, ovr, length) * secd / mktd
plot(Beta, color=purple, style=area, transp=40)
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