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Beta Calculation Method Editor
Beta is calculated based on equal weighted daily returns over the last two years. The Beta Calculation Method Editor allows you to change the default two-year period relatively from the current date, or using a specified date range that contains a minimum 30-day period.
To open the Beta Calculation Method Editor
- From the Risk Navigator Edit menu select Edit Beta Calculation Method.
- To change the time period relative to today, select Custom Horizon and then choose the number or units and the unit (years, months or days).
- To change the time period to use a specific date range, select Date Interval and then define the Start and End dates.