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How do I find current betas for companies? Historical? Industry Beta?
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How do I find current betas for companies? Historical? Industry Beta?
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.
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.
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:
Ref. HG4916 .O45 in the Stamps Reading Room.
Historical quarterly data on alphas. Baker has the last quarter annually from 1983 to 2011.
Beta Suite - available in WRDS, gives historical beta for listed companies going back to 2005.
Historical coverage ranges from 1955-2007. Check Harvard availability for the Expanded edition and U.S. edition of the Investment Survey.
Available in WRDS and Datastream. After launching Excel, from the Datastream Formula Builder select the "find data type," (funnel icon) and search for Beta. Choose Worldscope located under "Source" in the left-hand menu, then use "find series" to find the applicable company/security.
Also available in CD-ROM format, 1992-2006, in the Microforms Room Media Collection
Industry BETA
Valuation handbook. Industry cost of capital.
Mutual Fund BETA
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