Home > Business Databases, Updates > Beta values – for companies

Beta values – for companies

See also newer post Betas and Company Research (Jan 2011)

Updated answer about historical beta values:

Where can I find historical betas?

There is also How do I find current betas for companies and/or industries?

The Datastream formula (851E) for historical beta is:

REGB#(LN#(X/LAG#(X,1M)),LN#(Y/LAG#(Y,1M)),60M)
where X is the index (e.g. S&PCOMP ), Y is the share id (e.g. 904818 for Boeing), REGB# is the regression beta function, and 60M is the number of months.

Using the expression in a request gives you the most flexibility, say to choose 3 rather than 5 years (36M rather than 60M).

Of course for fullest flexibility, you can get the data and do the regression yourself.

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