/// <summary> /// Computes the beta value of the target in relation with the reference /// using the target and reference returns /// </summary> private void ComputeBeta() { var varianceComputed = _referenceReturns.Variance(); var covarianceComputed = _targetReturns.Covariance(_referenceReturns); // Avoid division with NaN or by zero var variance = !varianceComputed.IsNaNOrZero() ? varianceComputed : 1; var covariance = !covarianceComputed.IsNaNOrZero() ? covarianceComputed : 0; _beta = (decimal)(covariance / variance); }