StockBeta
Beta values are computed weekly for a few different ETFs.
METADATA
| Attribute | Value |
|---|---|
| Topic | 3225-market-statistics |
| MLink Token | OptAnalytics |
| Product | SRAnalytics |
| accessType | SELECT |
| MLink Endpoint | MLink-Live |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| ticker_at | enum - AssetType | PRI | 'None' | |
| ticker_ts | enum - TickerSrc | PRI | 'None' | |
| ticker_tk | VARCHAR(12) | PRI | '' | |
| status | enum - BetaStatus | 'None' | ||
| beta | FLOAT | 0 | depricate | |
| betaInd | FLOAT | 0 | SR beta to IND | |
| betaSub | FLOAT | 0 | SR beta to SUB | |
| betaGrp | FLOAT | 0 | SR beta to GRP | |
| betaQQQ | FLOAT | 0 | SR beta to QQQ 2 year weekly fri fri | |
| betaSPY | FLOAT | 0 | SR beta to SPY 2 year weekly fri fri | |
| betaIWM | FLOAT | 0 | SR beta to IWM 2 year weekly fri fri | |
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | record update timestamp |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| ticker_tk | 1 |
| ticker_at | 2 |
| ticker_ts | 3 |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRAnalytics`.`MsgStockBeta`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */
`ticker_at` = 'None'
AND
/* Replace with a ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','SCE','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFEC','ICEFEF','CEQT','TSX','TMX') */
`ticker_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk';
Doc Columns Query
SELECT * FROM SRAnalytics.doccolumns WHERE TABLE_NAME='StockBeta' ORDER BY ordinal_position ASC;