DazBeta: Coincidence

DazBeta: Coincidence

Coincidence is a proprietary measures of risk that I have developed and will be included in DazBeta. Premise The premise is very simple: I want to know about the expected relationship between portfolio returns and market returns I want to know about the unexpected...
DazBeta: Partial Natural Beta and Correlation

DazBeta: Partial Natural Beta and Correlation

Two of the proprietary measures of systematic risk that I have developed are the Partial Natural Beta and Partial Natural Correlation measures implemented in the DazBeta module. Premise The CAPM definition of Beta and Pearson’s correlation coefficient are based on the...

DazUtility v1.0

DazUtility provides various transformations for your return data series.  It does not perform any analysis on these transformations, which can be used with the other Daz modules. All transformations are placed into new worksheets in your Excel workbook without...
DazBeta: Vice and Virtue

DazBeta: Vice and Virtue

Vice and Virtue are two proprietary measures of risk included in DazRatio. Premise These functions were developed with a client who spent a great deal of effort thinking about their portfolio and the impact of incremental changes to the portfolio.  They have a large...