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How To Calculate The Alpha And Beta Of A Stock Without Much Fuss And Methematical Complication?

I am an intermediate individual investor and wish to know a simple but effective way of stock picking by myself without using any fancy formula or software.

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2 Comments

  1. OPM
    Posted 2009/07/04 at 10:42 am | Permalink

    If it helps, you can drop the alpha and beta from consideration. Although the beta is the near term cross price elasticity, the mechanism for calculating beta is and must be fatally flawed. As such, research into beta is such that you should ignore it as an important indicator. That does not mean it is completely unimportant, but the mechanism used to calculate it forces it to be biased and usually inefficient. Ordinary least squares are always inappropriate for this type of circumstance, yet that is what is used.
    Alpha is even more problematic because it shares not only some of the bias of the beta term, it is the “dumping ground,” for hidden variables and error terms. A high historical alpha is not indicative of a high future alpha. Avoid the Capital Asset Pricing Model (alpha and beta) and all of its children. The things that do seem to work well require very advanced calculus and statistics. They are for pension funds and so forth and really do not add enough value for any small investor to use them.
    Morningstar’s screeners are quite good, but you should not buy on their recommendations, rather you should go through their recommendations and throw out the bad ones. It is simple, only consider their four and five star picks and then discard their errors. You should do slightly above average and if you are careful in your criteria, you should do so with less risk.

  2. curiousi…
    Posted 2009/07/04 at 3:12 pm | Permalink

    Look it up at Morningstar.com.

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