StockBetaExt
Beta values are computed nightly for a few different indexes and industries.
METADATA
| Attribute | Value |
|---|---|
| Topic | 3225-market-statistics |
| MLink Token | EqtAnalytics |
| 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' | ||
| betaInd | FLOAT | 0 | SR beta to IND | |
| betaSub | FLOAT | 0 | SR beta to SUB | |
| betaGrp | FLOAT | 0 | SR beta to GRP | |
| betaNbr | FLOAT | 0 | SR beta to NBR | |
| betaSPY | FLOAT | 0 | SR beta 2 year weekly fri fri | |
| betaSPY_R2 | FLOAT | 0 | SR beta R2 2 year weekly fri fri | |
| betaQQQ | FLOAT | 0 | SR beta 2 year weekly fri fri | |
| betaQQQ_R2 | FLOAT | 0 | SR beta R2 2 year weekly fri fri | |
| betaIWM | FLOAT | 0 | SR beta 2 year weekly fri fri | |
| betaIWM_R2 | FLOAT | 0 | SR beta R2 2 year weekly fri fri | |
| betaEEM | FLOAT | 0 | SR beta 2 year weekly fri fri | |
| betaEEM_R2 | FLOAT | 0 | SR beta R2 2 year weekly fri fri | |
| betaEFA | FLOAT | 0 | SR beta 2 year weekly fri fri | |
| betaEFA_R2 | FLOAT | 0 | SR beta R2 2 year weekly fri fri | |
| betaTicker_at | enum - AssetType | 'None' | ETF ticker with the largest beta R2 from the set of ETFs with significant option volume | |
| betaTicker_ts | enum - TickerSrc | 'None' | ETF ticker with the largest beta R2 from the set of ETFs with significant option volume | |
| betaTicker_tk | VARCHAR(12) | '' | ETF ticker with the largest beta R2 from the set of ETFs with significant option volume | |
| betaValue | FLOAT | 0 | beta value for the above ticker | |
| betaR2 | FLOAT | 0 | R2 value for the above ticker | |
| betaTickerA_at | enum - AssetType | 'None' | ETF ticker A with the largest joint AB beta R2 Y a betaA A betaB B | |
| betaTickerA_ts | enum - TickerSrc | 'None' | ETF ticker A with the largest joint AB beta R2 Y a betaA A betaB B | |
| betaTickerA_tk | VARCHAR(12) | '' | ETF ticker A with the largest joint AB beta R2 Y a betaA A betaB B | |
| betaTickerB_at | enum - AssetType | 'None' | ETF ticker B with the largest joint AB beta R2 | |
| betaTickerB_ts | enum - TickerSrc | 'None' | ETF ticker B with the largest joint AB beta R2 | |
| betaTickerB_tk | VARCHAR(12) | '' | ETF ticker B with the largest joint AB beta R2 | |
| betaValueA | FLOAT | 0 | joint beta value for TickerA | |
| betaValueB | FLOAT | 0 | joint beta value for TickerB | |
| betaR2B | FLOAT | 0 | joint R2 value for the TickerA TickerB | |
| betaSPY1y | FLOAT | 0 | SR beta 1 year weekly fri fri | |
| betaSPY1y_R2 | FLOAT | 0 | SR beta R2 1 year weekly fri fri | |
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| ticker_tk | 1 |
| ticker_at | 2 |
| ticker_ts | 3 |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRAnalytics`.`MsgStockBetaExt`
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='StockBetaExt' ORDER BY ordinal_position ASC;