Answered By: Erin Wachowicz
Last Updated: Mar 14, 2018     Views: 10

For historical beta, try:

  1. CRSP via Wharton Research Data Services (WRDS)

CRSP includes year-end beta values. New users must register for an account. More information is available at: http://business-answers-yale.libanswers.com/faq/117210

Once logged into WRDS:

  • Select CRSP
  • Select Stock/Portfolio Assignments under Annual Update (SOM has access to Annual updates only for Stock/Portfolio assignments)
  • Click on Beta Deciles
  • Choose your date range
  • For Step 2. Apply your company code, select Ticker, and enter the ticker symbol
  • For Step 3. Choose data for query select the appropriate market for your ticker symbol(s) (NYSE/AMEX or NASDAQ)
  • Select your desired query variables. At minimum, choose beta value and date.
  • Select your desired output.  For basic analysis, use .csv or .xlsx

Watch these steps in action in this short video clip (no sound): https://www.screencast.com/t/tSnDaHDBPyk

2. Beta Suite by WRDS

Beta Suite is a powerful web based tool allowing researchers to calculate stocks’ loading on various risk factors in a timely way. The tool is designed with flexibly in mind, capable of handling monthly, weekly and daily rolling regression on common set of market risk factors.

Once logged into WRDS, Select Beta Suite.  For more information, view the documentation on the Manuals and Overviews tab. 

3ThomsonOne (This resource has specific browser & setting requirements – learn more at http://business-answers-yale.libanswers.com/faq/160313)

  • Select Company View tab form the navigation bar at the top of the page
  • Lookup your company in the search box, located in the upper left corner
  • Select Price Chart from the sub-navigation bar
  • Select Beta Coefficient in one of the Lower Pane Series dropdown boxes (Find it listed under Other Fundamentals)
  • Click the View Data button view the values. To export, click the Excel icon.

Watch these steps in action in this short video clip (no sound): https://www.screencast.com/t/rr1e3YnJyE0b

For current beta, try:

1. Bloomberg (Terminal Access only. Learn more at https://guides.library.yale.edu/bloomberg

  • Enter a Security Ticker, <Equity> market key, type in BETA, then <Go>. 
  • Example: IBM <Equity> BETA <Go>

Dates can be adjusted for historical beta as well. 

2. Value Line Research 

  • Enter the company name or ticker in the search box located in right corner and use the Quote or use the Enter key. 
  • Select PDF Reports 
  • Beta is locate in the left corner of the of the report.

Watch these steps in action in this short video clip (no sound or audio): https://www.screencast.com/t/07aFRm7TT 

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