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Joined: 12/26/2009(UTC)
Posts: 8
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When I explore ROC20,50 etc of several ETF's I would like to add a column in which the ROC is adjusted for volatility. For instance by using the volatility of Ishares World as the base security. I tried to use the formula for beta but I don't get a logical outcome with ROC(C,20,%) /
(( 20 * Sum( ROC( CLOSE,1,%) * ROC( INDICATOR,1,%),20))-
( Sum( ROC( CLOSE,1,%),20) * Sum( ROC( INDICATOR,1,%), 20)))
/
(( 20 * Sum( Pwr( ROC( INDICATOR,1,%),2),20)) -
Pwr( Sum( ROC( INDICATOR,1,%),20),2))
Can anyone help me?
Thanks,
Peter
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