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The Beta+ Report - Statistics for Success

Developed especially for business students and others interested in traditional investing, EconomicInvestor's Beta+ Report provides you with common (and not-so-common) statistics about your investments that you might otherwise have to calculate yourself. From choosing your own benchmark to changing the time period and frequency of returns, you can quickly and efficiently find the statistics that you need right now.

Though you can find other services that will calculate some of these statistics, few, if any, give you the flexibility, options, and information that EconomicInvestor provides - free of charge. As business professors, the creators of EconomicInvestor knew what students and others were looking for in a Beta+ tool, and this is the result. Fast, flexible, and free: what could be better? 

Beta+ Statistics

EconomicInvestor's Beta+ tool not only provides standard alphas, betas, and R² measures, it also gives you these values for the investment in both up-markets and down-markets. This gives you more precise measures, and improves the reliability of the statistics. For instance, when comparing IBM to the NASDAQ, you find that the R² is very different for up- versus down-markets. (The Beta+ model, the CAPM, explains nearly 80% of returns in down-markets, but only 5.6% of returns in up-markets!) This is clearly far more useful than just knowing that the overall R² of the model is 65%.

With EconomicInvestor's Beta+ Report, you can also get other statistics, including the average annual return, Sharpe ratio, and standard deviation. Many providers of this type of information use a specific benchmark, a set time period that the analysis covers, and report either daily or monthly frequencies.

Additionally, you often can't choose whether or not to subtract the riskless return from a series or not. In contrast, EconomicInvestor gives you the freedom to choose from over 20,000 stocks, funds, and indices as benchmarks, run a report on last month's data or data from the last decade, and choose between monthly and daily returns. It also gives you the option of running the report with or without the "riskless return" included.

Below these statistics, EconomicInvestor also provides a historical performance chart that shows how your asset performed compared with your benchmark.

More Analysis

At the bottom of the page, you can see the other tools EconomicInvestor offers to help you improve your investment strategies. Check out our free Eta Overview, based on patented processes, to find out how the economy is currently affecting your investments. For more details, you can also get an exclusive MacroRisk Profile Report and our Climate Rating Report (only available to users with subscriptions).

Or, if you'd like, view a tutorial on how to generate a Beta+ Report.

Note: if you ran this report right now, the numbers displayed might be different. This is because changes in the economy affect your stocks. Fortunately, EconomicInvestor updates its data weekly to keep you well informed.

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