The next input, “AvgLen,” is used to smooth out the market return and the return for the last month, quarter, or year for the security you are analyzing. The security’s return is only averaged if the “AvgAlpha” input is defined as “true.” If it is left as “false,” the return for the security will not be averaged and the alpha plotted will be based on the current return for the security for the last month, quarter, or year.
The next input, “AvgLen,” is used to smooth out the market return and the return for the last month, quarter, or year for the security you are analyzing. The security’s return is only averaged if the “AvgAlpha” input is defined as “true.” If it is left as “false,” the return for the security will not be averaged and the alpha plotted will be based on the current return for the security for the last month, quarter, or year.
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