Answered By: Farha Hasan
Last Updated: Jan 14, 2020     Views: 4

Historical Beta

How do I find historical betas?


O'Neil Database

  • Ref. HG4916 .O45 in the Stamps Reading Room.
  • Historical quarterly data on alphas. Baker has the last quarter annually from 1983 to 2011.

WRDS: Research Insight/Compustat

  • ​Research Insight is a front-end to Standard & Poor's Compustat and Global Vantage data. In Research Insight, choose Research Assistant from the opening screen.
  • Then follow these step-by step instructions on Locating Historical Betas On Companies.

Value Line

  • Historical coverage ranges from 1955-2007. Check Harvard availability for the Expanded edition and U.S. edition of the Investment Survey.