自由现金流估值数据stock_fcffdata,intergergnrealrfrealbetarealrm,全为零项@@beta@@,现金流估值数据setsysparampn_stocksz000001,rand412returnstock_fcffdata,…

案例就是获得每个股票的beta值code,stks-1dobeginsetsysparampn_stockstks,:=stksiresultibeta:=stockbeta4,istockid-resultibetaendreturn,code由于调用beta的时候,stks-1dobeginsetsysparampn_stockstks,…

组合betaffi_,w_parray,arraydeltaarrayrealw_p@,*1@@w_b@,@@实数投资组合的beta值范例,codew_b:=,…

个股betaffi_,w_barray,arraydeltaarrayarrayw_b@,@@数组个股的beta值范例,codew_b:=,4365166071548returnffi_stockbetaw,…

案例就是获得每个股票的beta值stks,-1dobeginsetsysparampn_stockstks,:=stksiresultibeta:=stockbeta4,10//最近一年的betaechoresult,stockid-resultibetaendreturn,media2025-04-22_rbkk7npjolbckxorimage1,…

参差与系统股票pn_stock当前,pn_date相关,arrayt2arrayalpharealbetarealresidual,@实数类型@@beta@@,…

所在日的指标结果stocksczl_djwcxsindexid,涨幅序列计算出股票的beta和alpha,media2024-01-08_igyqnpdpfidoi2hcimage270,media2024-01-08_igyqnpdpfidoi2hcimage271,media2024-01-08_igyqnpdpfidoi2hcimage272,…

市场时机能力贝塔pf_capmt1,-rf=alpha+betarm-,…

组合-特雷诺pf_treynorratiot1,收益率的均值为组合beta范例t,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,specstockzf3indexidreturnpf_treynorratiot,…

组合-詹森pf_jensent1,收益率的均值为组合betay为,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,2specstockzf3indexidreturnpf_jensent,…