Beta ScreenerThis script allows you to screen up to 38 symbols for their beta. It also allows you to compare the list to not only SPY but also CRYPTO10! Features include custom time frame and custom colors.
Here is a refresher on what beta is:
Beta (β) is a measure of the volatility—or systematic risk—of a security or portfolio compared to the market as a whole (usually the S&P 500 ). Stocks with betas higher than 1.0 can be interpreted as more volatile than the S&P 500 .
Beta is used in the capital asset pricing model (CAPM), which describes the relationship between systematic risk and expected return for assets (usually stocks). CAPM is widely used as a method for pricing risky securities and for generating estimates of the expected returns of assets, considering both the risk of those assets and the cost of capital.
How Beta Works
A beta coefficient can measure the volatility of an individual stock compared to the systematic risk of the entire market. In statistical terms, beta represents the slope of the line through a regression of data points. In finance, each of these data points represents an individual stock's returns against those of the market as a whole.
Beta effectively describes the activity of a security's returns as it responds to swings in the market. A security's beta is calculated by dividing the product of the covariance of the security's returns and the market's returns by the variance of the market's returns over a specified period.
cov (a,b)/var(b)
AVG
AVG position priceThis is a simple script that can show the average price of your position.
You can use up to 5 levels of averaging.
Use sum or amount setting - default - amount - you must enter price and amount - for example, your first purchase was - 0.1 bitcoin at 47000, second one - 0.2 btc at 45000 , so you must use this numbers.
Or you can choose "sum" - For example, you want to see what the average price of your position will be if you buy bitcoin for $ 1000 at the level of 47000 and later buy in addition for 2000 at the level of 46000 and another 2000 at the level of 43000.
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Скрипт, показывающий среднюю точку входа в позицию.
В настройках необходимо выбрать:
- "amount" если вы знаете точное количество приобретаемого актива - например покупаете 0.1 биткоина на уровне 47000, далее докупаете 0.2 биткоина на 45к итд.
- "sum" если расчет идет исходя из суммы покупки - например взяли на 1к по 47000, дальше на 2к по 45к и еще на 2к по 40000
pooya AVG RSIThis is an RSI range for the most popular index in FOREX:
EUR
USD
GBP
JPY
AUD
CAD
CHF
NZD
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