Measure betas from prices
valuation_betaBetas of stocks against an index from closing prices the business gives (from its own data service): returns on the dates both have, or the last close of each week or month; the raw beta by least squares, the Blume-adjusted beta, alpha, R squared, standard error and t-statistic, whether it is significant at 95%, and the unlevered beta when debt and equity are given. Median and mean across the stocks. Free.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"index": "<index>",
"stocks": "<stocks>"
},
"name": "valuation_beta"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| index | Yes | ||
| stocks | Yes | ||
| tax_rate | No | For unlevering, where a stock gives none. A decimal: 0.09 is 9%. | |
| frequency | No | as_given | |
| adjustment | No | blume | |
| relevering | No | hamada |