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I have daily data of about 29 stock prices and 1 index prices of past 7 years

I calculated beta as the ratio of covariance(Rm,Ri) / variance(Rm)

I also calculated 200 days rolling momentum score as the difference between the price(t) of today and price(t-200) so the first 199 days have no data in it.

momentum_score(t) = price(t) - price(t-200)

I want to know whether the calculation is right or wrong so far. And next I have been asked to calculate market sensitivity (bi1) and momentum sensitivity (bi2)

How can I calculate those?

Is market sensitivity the beta of momentum and stock prices?

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Market sensitivity is beta of your portfolio returns to market return, momentum sensitivity is beta against your momentum returns. You'd likely want to run a multiple regression of your portfolio returns against market returns and momentum returns to get those betas/sensitivities.

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