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Answered By: Austin Haley
Last Updated: May 09, 2024     Views: 1921

Q.
Betas

How do I find current betas for companies? Historical? Industry Beta?


A.

Current BETA:

Bloomberg

  • Current and historical financial information on individual equities, stock market indices, fixed-income securities, currencies, commodities, and futures for both international and domestic markets.

  • Type the ticker symbol (e.g., IBM) then click on "equity," type "beta," then click on GO. For historical averages, change the date range. To change the default index, change the mnemonic for index.

Capital IQ

  • Data on public and private companies, investment firms, capital transactions, and people. 

  • From the company summary page, select the "Tearsheet" link in the left side navigation bar.

Value Line

  • Find a company profile using company name or ticker. Beta is located on the header of the profile page. You may need to scroll up & down to see full header.

  • The PDF report will also contain the beta.

Historical BETA:

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:

  • Beta Suite - available in WRDS, gives historical beta for listed companies going back to 2005.

Value Line

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

Worldscope

Industry BETA

Valuation handbook. Industry cost of capital.

  • Ref. HG 4028 .V3 V34 in the Stamps Reading Room.
  • Provides industry ratios by SIC code. Includes market capitalization, margins, equity valuation, and cost of capital by SIC. Also available on Morningstar Direct.

Mutual Fund BETA

Morningstar Mutual Funds

  • Ref. HG4530 .M85 in the Stamps Reading Room.
  • Updated every 20 weeks. Also available electronically on Morningstar Direct at Baker Library.