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...
DazBeta v1.0

DazBeta v1.0

DazBeta provides analytical and functional estimates of correlation, covariance and Beta. Beta (and its associated parameters such as correlation) is one of the most common measures of ‘risk’ for investments.  Indeed it should be since diversification is one of the...