Class: FinModeling::CAPM::AdjustedBeta

Inherits:

Object

• Object
• FinModeling::CAPM::AdjustedBeta

Defined in:

lib/finmodeling/capm.rb

Overview

see: financetrain.com/adjusted-and-unadjusted-beta/

Constant Summary

MEAN_LONG_TERM_BETA =

1.0

Class Method Summary

• .from_beta(raw_beta) ⇒ Object

Class Method Details

.from_beta(raw_beta) ⇒ Object

# File 'lib/finmodeling/capm.rb', line 61

def self.from_beta(raw_beta)
  ((2.0*raw_beta) + (1.0*MEAN_LONG_TERM_BETA)) / 3.0
end