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Strategies & Market Trends : TA-Quotes Plus

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To: Richard Estes who wrote (8462)1/26/1999 9:35:00 AM
From: Optim  Read Replies (1) of 11149
 
All,

I have been trying to isolate highly volatile (high beta) stocks from the QP database. I ran their canned 'Volatile Stocks' scan with some good results.

My question is how far back the beta applies? I mean when they calculate beta, what timeframe are they using? If it is short (say 10 days or so) would it not be better to take a moving average of beta?

Thanks in advance,

Optim
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