SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : LastShadow's Position Trading
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: AlienTech who wrote (4977)12/26/1998 12:40:00 PM
From: jjs_ynot  Read Replies (1) of 43080
 
Over what period is Beta typically computed from the implied volatility VIX?

Also, Beta is supposed represent the amount of movement for a stock vs. a change of a benchmark (SP 500) and thus it seems that a correlation coefficient enters into the process somewhere, whereas VIX is uncorrelated.
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  

HomeMailHotSubjectMarksPeopleMarksKeepersSettings
Terms Of UseContact UsCopyright/IP PolicyPrivacy PolicyAbout UsFAQAdvertise on SI
© 2025 Knight Sac Media.  Data provided by Twelve Data, Alpha Vantage, and CityFALCON News