Dear All,
We discovered that the Beta functions for Canadian stocks were using the SP500 index as the ‘market’ when calculating the regressions. This creates meaningless results since the holidays do no match. We have corrected the functions so that Canadians stocks now use the S&P/TSX Composite Index. USA stocks are not affected.
The functions that were affected by this are:
BetaFunc(period, samples[, min_samples ,offset])
Beta3Y
Beta5Y
Very sorry about this.