Home > Business Databases, company information, FAQ updates > Betas: current and historical

Betas: current and historical

There are some existing posts about getting current and historical beta values:

Beta values from Datastream

Beta values on Thomson ONE.com

For UK companies and industries:

For University of Manchester users, go to the Precinct Library (Eddie Davies Market Research Collection) and look at the latest issue of Risk Measurement Service journal from London Business School. (Also referred to as the LBS Beta Book)
Note this journal is not available electronically.

For current US industry betas try Betas by Sector – [Use Mozilla Firefox to access this site]

For US stocks, CRSP gives beta values wtr. the NYSE or NASDAQ, go to WRDS
Click on CRSP
Select Indices and Deciles
Select Portfolio Assignments
Step One: Choose a Year-end Beta Assignment
Step Two: Choose a Date Range
Step Three: Enter a Ticker Symbol
Step Four: Choose Beta value (BETAV) and DATE
Submit your request
Betas are available back to 1962.

Searching for any “beta” variable on WRDS does come up with one in Compustat (COMP: CO_MONTHLY) but this is only accessible for users writing SAS programs to access WRDS. It is not available through a web query.

Use Bloomberg.  Type the company’s Bloomberg ticker symbol, then hit the EQUITY key, and type BETA.

Use Datastream.  Using Datastream Advance for Office (AFO): (pre-defined expression)

  • use Time Series request
  • use Expression picker, expression 897E (search for beta)
    or you can type the expression in full
  • select equity (enter code or use DS Explorer)
  • select dates and frequency (must be at least monthly)
  • submit
  • Using the full expression in a Datastream Request Table makes it easy to edit and re-run.

Using Datastream Advance, you can use expression 897E as above, or 851E so that you can select the stock market index used in the calculation:

  • Analysis – Multiple Series / Flexible Chart
  • use Time Series Data or Flexible Chart
  • use Expression picker (fx), expression 851E (search for beta)
  • select the equity index (enter code or use DS Explorer)
  • select equity (enter code or use DS Explorer)
  • select dates and frequency (must be at least monthly)
  • submit
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