Alpha & Beta

[posnerk]

Hi
I am trying to generate a report with alpha and beta, to evaluate stock picking performance.

I am getting stats for all of the stocks, except for a couple of foreign holdings. NA's for these positions prevent the report from showing me the alpha and beta for the entire portfolio, which is my goal.

One of the foreign holdings is Indofood Agricultural Resources. The US ticker is INDFF. The ticker on the Singapore stock exchange is 5JS. I have tried downloading historical prices both ways and am getting beginning and ending values, but the alpha and beta calc's still show NA.

Any thoughts on how to get alpha and beta to work for this holding and thus my portfolio?
Thanks

[Mark]

Hi posnerk,

These calculations use your same "interpolation range" settings to calculate returns for each period that are needed for these calculations. If you do not have sufficient closing prices recorded, then you will get NA. I wasn't clear, do you have closing prices recorded for these investments for the past 5 years? If you don't have closing prices, you will need to get them. It may be that the historical quote server you're using doesn't have these quotes, or is using a different ticker symbol. You can use your web browser to go confirm on the quote server's site. See:

http://www.fundmanagersoftware.com/intrtv.html

for links to all the quote servers. Use the Data Register with the "Prices" data type selected to see all your recorded closing prices.