个股β值的两种算法

0.0133 0.0127 -0.0028 0.0118 -0.0048 0.0078 -0.0238 0.0025 0.0073 0.0052 -0.0066 0.0008 -0.0124 -0.0121 0.0053 0.0193 -0.0014 0.0071 0.0022 -0.0070 0.0012 -0.0123 0.0134 0.0209 0.0015 -0.0062 0.0123 0.0033 0.0002 -0.0033 -0.0094 0.0085 -0.0051 0.0102 0.0016 -0.0004 -0.0110 -0.0479 -0.0003 0.0180 -0.0111 -0.0053 -0.0047 -0.0233 -0.0110 0.0008 -0.0123
0.0045 -0.0021 0.0171 -0.0086 -0.0059 -0.0234 -0.0205 0.0029 -0.0232 0.0076 0.0259 -0.0038 0.0224 0.0158 0.0045 -0.0102 0.0118 -0.0085 -0.0189 0.0010 0.0052 0.0191 -0.0309 0.0135 0.0027 0.0040 0.0030 -0.0293 0.0022 -0.0096 -0.0109 -0.0242 -0.0109 0.0025 -0.0016 -0.0160 -0.0023 0.0236 -0.0028 -0.0187 -0.0014 0.0047 0.0114 0.0010 0.0109 -0.0049 -0.0069
18.38 18.65 18.24 18.48 18.22 18.6 18.59 19.04 19.31 19.34 18.55 18.51 18.19 17.77 17.79 18.4 18.34 18.67 18.87 18.47 18.82 18.22 18.3 18.5 18.82 18.59 18.8 19.03 19.66 20.34 20.3 20.39 20.05 20.15 20.08 20.5 20.57 19.96 19.83 20.72 20.43 20.08 20.36 19.7 19.42 18.75 18.55
0.0036
0.0010 -0.0011 -0.0007 0.0046 0.0274 0.0024 0.0062 0.0053 -0.0037 0.0092 -0.0345 0.0207 -0.0362 -0.0236 0.0320 0.0125 0.0106 -0.0016 0.0161 0.0045 -0.0106 -0.0173
2009/12/10 2009/12/11 2009/12/14 2009/12/15 2009/12/16 2009/12/17 2009/12/18 2009/12/21 2009/12/22 2009/12/23 2009/12/24 2009/12/25 2009/12/29 2009/12/30 2009/12/31 2010/1/4 2010/1/5 2010/1/6 2010/1/7 2010/1/8 2010/1/11 2010/1/12 2010/1/13 2010/1/14 2010/1/15 2010/1/18 2010/1/19 2010/1/20 2010/1/21 2010/1/22 2010/1/25 2010/1/26 2010/1/27 2010/1/28 2010/1/29 2010/2/1 2010/2/2 2010/2/3 2010/2/4 2010/2/5 2010/2/8 2010/2/9 2010/2/10 2010/2/11 2010/2/12 2010/2/22 2010/2/23
0.0270
0.0122 0.0046 0.0085
-0.0169 3164.041 0.0028
2009/11/9
2009/11/10 2009/11/11 2009/11/12 2009/11/13 2009/11/16 2009/11/17 2009/11/18 2009/11/19 2009/11/20 2009/11/23 2009/11/24 2009/11/25 2009/11/26 2009/11/27 2009/11/30 2009/12/1 2009/12/2 2009/12/3 2009/12/4 2009/12/7 2009/12/8 2009/12/9
3022.181 3060.621 3051.941 3087.841 3073.111 3097.001 3023.371 3031.061 3053.231 3069.141 3048.931 3051.281 3013.411 2976.941 2992.841 3050.481 3046.091 3067.75 3074.58 3053.13 3056.81 3019.18 3059.72 3123.8 3128.47 3109.1 3147.42 3157.96 3158.68 3148.22 3118.71 3145.35 3129.26 3161.25 3166.18 3164.97 3130.3 2980.3 2979.53 3033.28 2999.48 2983.54 2969.5 2900.33 2868.43 2870.61 2835.28
Fra Baidu bibliotek
0.0431 0.0147 -0.0220 0.0132 -0.0141 0.0209 -0.0005 0.0242 0.0142 0.0016 -0.0408 -0.0022 -0.0173 -0.0231 0.0011 0.0343 -0.0033 0.0180 0.0107 -0.0212 0.0189 -0.0319 0.0044 0.0109 0.0173 -0.0122 0.0113 0.0122 0.0331 0.0346 -0.0020 0.0044 -0.0167 0.0050 -0.0035 0.0209 0.0034 -0.0297 -0.0065 0.0449 -0.0140 -0.0171 0.0139 -0.0324 -0.0142 -0.0345 -0.0107
3084.45 3070.59 3051.41 3107.85 3109.57 3021.46 3031.33 2960.47 2995.85
0.0269 3076.65
-0.0067 3114.23 -0.0269 3128.541 0.0074 3155.051
-0.0045 -0.0062 0.0185 0.0006 -0.0283 0.0033 -0.0234 0.0120
2009/11/3 2009/11/4 2009/11/5
2009/11/6
16.78 16.32 15.96 16.96 17.16 17.47 19.02 18.58 18.97
19.48
19.35 18.83 18.97
18.65
-0.0274 -0.0221 0.0627 0.0118 0.0181 0.0887 -0.0231 0.0210
3254.261 3247.321 3302.901 3274.461 3255.211 3179.081 3113.891 3122.971 3050.521 3073.781 3153.411 3141.351 3211.761 3262.601 3277.141 3243.761 3282.181 3254.221 3192.781 3196.001 3212.751 3273.971 3172.661 3215.551 3224.151 3237.101 3246.871 3151.851 3158.861 3128.591 3094.411 3019.391 2986.611 2994.141 2989.291 2941.361 2934.711 3003.831 2995.311 2939.401 2935.171 2948.841 2982.501 2985.501 3018.131 3003.401 2982.571
18.9
19.13 19.02 19.76 19.4 19.66 19.55 19.12 19.17 19.65 20.6 19.42 19.81 18.28 17.87 18.59 18.86 19.44 20.33 20.5 20.19 19.72 19.79
0.0134 3175.581
0.0122 -0.0058 0.0389 -0.0182 0.0134 -0.0056 -0.0220 0.0026 0.0250 0.0483 -0.0573 0.0201 -0.0772 -0.0224 0.0403 0.0145 0.0308 0.0458 0.0084 -0.0151 -0.0233 0.0035
19.82 19.59 19.51 19.99 20.37 19.49 18.49 18.43 17.91 18.17 18.96 19.13 19.5 20.14 19.99 19.68 20.19 19.68 19.27 19.09 18.45 18.89 18.38 19.06 19.78 20.4 19.99 19.85 19.82 19.15 18.62 18.29 18.36 18.38 18.25 17.44 16.99 17.41 17.13 16.86 16.82 17.17 17.4 17.27 17.49 17.16 17.62
3178.611 3175.19 3172.95 3187.65 3275.051 3282.891 3303.231 3320.611 3308.351 3338.661 3223.531 3290.171 3170.981 3096.261 3195.301 3235.361 3269.751 3264.631 3317.041 3331.901 3296.661 3239.571
宇通客车（600066） 时间
收盘
上证指数
(999999)
因变量Y
涨幅
收盘
自变量X 涨幅
2009/10/20 2009/10/21 2009/10/22 2009/10/23 2009/10/26 2009/10/27 2009/10/28 2009/10/29 2009/10/30
2009/11/2
2010/2/24 2010/2/25 2010/2/26 2010/3/1 2010/3/2 2010/3/3 2010/3/4 2010/3/5 2010/3/8 2010/3/9 2010/3/10 2010/3/11 2010/3/12 2010/3/15 2010/3/16 2010/3/17 2010/3/18 2010/3/19 2010/3/22 2010/3/23 2010/3/24 2010/3/25 2010/3/26 2010/3/29 2010/3/30 2010/3/31 2010/4/1 2010/4/2 2010/4/6 2010/4/7 2010/4/8 2010/4/9 2010/4/12 2010/4/13 2010/4/14 2010/4/15 2010/4/16 2010/4/19 2010/4/20 2010/4/21 2010/4/22 2010/4/23 2010/4/26 2010/4/28 2010/4/29 2010/4/30 2010/5/4
0.0015 -0.0116 -0.0041 0.0246 0.0190 -0.0432 -0.0513 -0.0032 -0.0282 0.0145 0.0435 0.0090 0.0193 0.0328 -0.0074 -0.0155 0.0259 -0.0253 -0.0208 -0.0093 -0.0335 0.0238 -0.0270 0.0370 0.0378 0.0313 -0.0201 -0.0070 -0.0015 -0.0338 -0.0277 -0.0177 0.0038 0.0011 -0.0071 -0.0444 -0.0258 0.0247 -0.0161 -0.0158 -0.0024 0.0208 0.0134 -0.0075 0.0127 -0.0189 0.0268