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삼성전자베타.ods

0.07MB

 

 

참고 : R

fit <- lm(삼성전자수익율 ~ 코스피수익율)
fit$coefficients[2]

 

<duckdb>

select var_pop(rt) from 
(
	select dd, (cls-pre_cls)/pre_cls as rt 
	FROM 
	(
		select dd, cls, lag(cls) over (order by dd) pre_cls from k2i
		where dd between '2024/04/05' and '2025/04/18'
	)
	where rt is not null
)
;

select var_pop(rt) from 
(
	select dd, (cls-pre_cls)/pre_cls as rt 
	FROM 
	(
		select dd, cls, lag(cls) over (order by dd) pre_cls from kos
		where dd between '2024/04/05' and '2025/04/18'
	)
	where rt is not null
)
;


select var_pop(rt) from 
(
	select dd, (cls-pre_cls)/pre_cls as rt 
	FROM 
	(
		select dd, cls, lag(cls) over (order by dd) pre_cls from samsung
		where dd between '2024/04/05' and '2025/04/18'
	)
	where rt is not null
)
;

select covar_pop(a.rt, b.rt) 
from
(
	select dd, (cls-pre_cls)/pre_cls as rt 
	FROM 
	(
		select dd, cls, lag(cls) over (order by dd) pre_cls from k2i
		where dd between '2024/04/05' and '2025/04/18'
	)
	where rt is not null
) a join
(	select dd, (cls-pre_cls)/pre_cls as rt 
	FROM 
	(
		select dd, cls, lag(cls) over (order by dd) pre_cls from samsung
		where dd between '2024/04/05' and '2025/04/18'
	)
	where rt is not null
)b
using (dd)
;
	
	

select covar_pop(a.rt, b.rt) 
from
(
	select dd, (cls-pre_cls)/pre_cls as rt 
	FROM 
	(
		select dd, cls, lag(cls) over (order by dd) pre_cls from kos
		where dd between '2024/04/05' and '2025/04/18'
	)
	where rt is not null
) a join
(	select dd, (cls-pre_cls)/pre_cls as rt 
	FROM 
	(
		select dd, cls, lag(cls) over (order by dd) pre_cls from samsung
		where dd between '2024/04/05' and '2025/04/18'
	)
	where rt is not null
)b
using (dd)
;
	




from kos  where dd between '2024/04/05' and '2025/04/18'order by dd;

from samsung where dd between '2024/04/05' and '2025/04/18'order by dd;

from k2i order by dd;

 

 

	 
options(digits = 20)
	 
k2i_var = dbGetQuery(con, k2i_var_q)
kos_var = dbGetQuery(con, kos_var_q)
k2i_samsung_covar = dbGetQuery(con, k2i_samsung_covar_q)
kos_samsung_covar = dbGetQuery(con, kos_samsung_covar_q)

beta_k2i_samsung = k2i_samsung_covar/k2i_var
beta_kos_samsung = kos_samsung_covar/kos_var

print(beta_k2i_samsung)
print(beta_kos_samsung)