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Upside-Downside Capture Ratio for 3 and 5 Year calc'ed Monthly

James Han shared this idea 8 years ago
Completed

Similar to https://ycharts.useresponse.com/topic/13-year-beta-calc-in-excel-and-upsidedownside-metric-in-excel, but excludes the Beta part.


Similar to Beta, could we add upside/downside to the S&P 500 using the same 5/3 year logic?


This would be awesome for both the web and a data metric.

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