Parameters of the beta factor analysis
Module "Portfolio Service Extended Portfolio Analysis"
For general information on setting the parameters, please refer to the chapter Parameters of the securities account evaluations.
The parameters of the beta factor analysis largely correspond to those of the duration analysis. The beta factor analysis also has the following parameters:
Parameters | Description |
|---|---|
Beta period (days) | This figure indicates the period (in working days) over which the beta factors are to be determined. |
Beta area 1, beta area 2, beta area 3, beta area 4 | You use these 4 limits to define 5 time periods. In this way, you can combine beta values into groups within the defined limits. See the previous example of duration periodsfor the calculation. |
Benchmark | Use this parameter to assign a benchmark to all shares in the portfolio for the analysis. |