Beta Calculator

Calculate beta and related systematic risk metrics for portfolio analysis.

Features

• Standard Beta Calculation
• Rolling Beta
• Levered/Unlevered Beta
• Downside Beta
• Upside Beta
• Beta Decomposition
• Adjusted Beta (Blume)

Usage

from beta_calculator import calculate_beta, beta_decomposition

asset_returns = [0.01, -0.02, 0.015, -0.01, 0.02]
market_returns = [0.008, -0.015, 0.012, -0.008, 0.018]

beta = calculate_beta(asset_returns, market_returns)
print(f"Beta: {beta:.4f}")

decomp = beta_decomposition(asset_returns, market_returns)

Applications

• CAPM cost of equity estimation
• Portfolio risk attribution
• Leverage analysis
• Market timing strategies
• Risk-adjusted performance measurement