Beta coefficient (β)
Expected price sensitivity in proportion to movements of the financial markets as a whole (includes β+ and β-)
Numerical analysis
Fundamental mathematical calculations for financial analysis
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Correlation coefficient
Linear statistical correlation coefficient (Pearson), R-squared (R²), variance, and covariance
Linear regression
Ordinary least-squares simple linear regression (it draws a straight line through data)
MAD, MSE, and MAPE (SMA analysis)
Mean absolute deviation (MAD), mean square error (MSE), and mean absolute percentage error (MAPE)
Slope (gradient)
Slope of the best fit line can be used to identify trend strength and direction
Standard deviation (𝜎, volatility)
Standard deviation of returns, including Z-score (standard score); aka Historical Volatility (HV)
Additional price characteristics
- Average True Range (ATR)
- Balance of Power (BOP)
- Bull and Bear Power
- Choppiness Index (CHOP)
- Comparative Relative Strength
- Dominant Cycle Period
- Historical Volatility (HV)
- Hurst Exponent
- Momentum Oscillator (MO)
- Normalized Average True Range
- Price Momentum Oscillator (PMO)
- Price Relative Strength (PRS)
- Rate of Change (ROC)
- Rate of Change with Bands
- Rescaled Range Analysis
- True Range (TR)
- True Strength Index (TSI)
- Ulcer Index (UI)