sam
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Post by sam on Jan 29, 2023 23:33:52 GMT
Is there a website where one can find a particular stock or ETF's stats like Beta or R (2) or Standard deviation against a particular index (lets say where user can change index for comparison purpose)?
M* provides these data and I don't think one can change Index.
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Post by yogibearbull on Jan 29, 2023 23:44:53 GMT
None of the sites I am familiar with allow that - M*, Portfolio Visualizer, Stock Rover (beta and SD only).
M* doesn't provide personal portfolio level data, while the other 2 do.
It isn't that difficult to program Excel for special purposes. The MPT stats come from linear regression or with direct formulas.
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sam
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Posts: 123
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Post by sam on Jan 30, 2023 0:11:09 GMT
It used to be, one can import stock data in Microsoft Excel but not anymore. You need Excel 365, now everyone wants more money.
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Post by marpro on Jan 30, 2023 0:22:03 GMT
It used to be, one can import stock data in Microsoft Excel but not anymore. You need Excel 365, now everyone wants more money. Perhaps, Google sheets may allow you. Try LibreOffice. I use Libreofice or any open source office for free every day, starting record keeping, Tax data, income data, even Tax Spreadsheets. I download the tax data from the brokerage directly and use them to estimate my annual income.
or
The day I left retired from desk my job, I stopped using Microsoft Office and started with Open Office and now Libreoffice. I like LibreOffice. I also save the data in the Google Sheets. You get 15 GB free storage.
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Post by Fearchar on Jan 30, 2023 1:39:50 GMT
Morningstar has about a hundred fields that can be exported to an Excel csv file. These include 3year alpha, beta, r-squared and std dev. If you really wish to use another index then Yahoo has historical prices (open, high, low, close, adj close and volume) that can be downloaded into excel. Over the last 3 years, QQQ correlated about 0.97 with VOO DIA about 0.95 with VOO and ONEQ about 0.94. Of course that's history and the future will always vary. Using the rear view mirror is not a good way to figure out what's ahead.  |
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Post by richardsok on Jan 30, 2023 15:30:36 GMT
Is there a website where one can find a particular stock or ETF's stats like Beta or R (2) or Standard deviation against a particular index (lets say where user can change index for comparison purpose)?
M* provides these data and I don't think one can change Index.
The finviz.com data panels won't give you everything you're looking for, but it will give you a lot. You might try it. |
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sam
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Posts: 123
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Post by sam on Feb 5, 2023 5:16:23 GMT
richardsok, Thanks, I thought I saw Beta either in a data or in screener somewhere somewhere but I could not recall where. Thanks for pointing out FINVIZ and that where I used to see Beta.
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sam
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Posts: 123
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Post by sam on Feb 5, 2023 5:18:03 GMT
I have to think about that one. Little more of work than I am used to. Will keep in mind if really want to calculate one!
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Post by Fearchar on Feb 5, 2023 13:38:46 GMT
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sam
Lieutenant
Posts: 123
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Post by sam on Feb 5, 2023 20:16:03 GMT
Thanks that is very useful. I used to use a website for assets correlation (I forget now which one was that one, as I have not used it for quite some time. I think that particular website was popular among investor at Old Morningstar forums).
I will keep this one. Thanks again.
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