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初级

Beta系数计算

未完成
初级参考 完整示例代码供参考,建议自己理解后重新输入
def solve(stock_returns, market_returns):
    n = len(stock_returns)
    mean_stock = sum(stock_returns) / n
    mean_market = sum(market_returns) / n
    cov = sum((s - mean_stock) * (m - mean_market) for s, m in zip(stock_returns, market_returns)) / n
    var_market = sum((m - mean_market) ** 2 for m in market_returns) / n
    beta = cov / var_market
    return {"协方差": round(cov, 6), "市场方差": round(var_market, 6), "Beta": round(beta, 4)}

示例

输入
solve([0.12, 0.08, 0.15, 0.05], [0.10, 0.06, 0.12, 0.04])
期望输出
{'协方差': 0.001375, '市场方差': 0.000975, 'Beta': 1.4103}
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