Answered By: Erin Wachowicz
Last Updated: Sep 14, 2021     Views: 14261

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

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. 

For current beta, try:

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. 

Capital IQ 

  • Current five-year betas are available in the Stock Quote and Chart section of a company taresheet.