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To: jjs_ynot who wrote (40308)4/19/1998 12:25:00 PM
From: Patrick Slevin  Read Replies (1) | Respond to of 58727
 
NDX beta vs SPX

He said off hand he does not know. If he had to place a bet, it would be 1.20, 1.30.

He said knowing this information will not make money; but (as I imagine you know) it would be a simple matter to do a regression analysis to determine alpha and beta using historical data and calculating R-squared for ... whatever R-squared does. This stuff is outside my background, so I lose him quick. He says the questions are simple .... but for me the answers are difficult.

I imagine I could learn it but I won't use it so that's the best I can do, sorry.