Answered By: IESE Library
Last Updated: May 20, 2016     Views: 1790

Current and recent beta values:

  • Thomson One (World): Find current betas in the Market Data section of the Company Overview. (Note: this resource only works in Internet Explorer)
  • Orbis (World): With the company report displayed, click on Stock Data and Security & Price Info under the tab "Display a specific section".
  • Sabi (Spain): With the company report displayed, click on Stock Data and Security & Price Info under the tab "Display a specific section".
  • Datastream select Static data under Data format.
  • Go to Bloomberg (access to Barcelona Library Documentation room). Type company ticker hit EQUITY, type BETA.
  • Go to the website Google Finance and search for your company. Scroll down the left menu to Description; click on More from Reuters; select Financials and find Beta among the Valuation Ratios for your company (along with industry and sector beta).
  • Yahoo Finance

Historical beta values:

  • Go to WRDS (Betas are available back to 1962). Click on CRSP > Select Indices and Deciles > Select Portfolio Assignments:

1.     Step One: Choose a Year-end Beta Assignment

2.     Step Two: Choose a Date Range

3.     Step Three: Enter a Ticker Symbol

4.     Step Four: Choose Beta value (BETAV) and DATE

5.     Submit your request

  • Getting historical beta values is more complicated but possible with Datastream (access: Barcelona and Madrid Libraries only).
  • To obtain a historical time series go to Bloomberg (access to Barcelona Library Documentation room): Type XSTD and tap HELP key to find the Historical Studies for Multiple Securities EXCEL template. Download the excel file. Click on settings, enter the ticker then select statistics.
  • Factiva: Company beta dates back 5 years (Search for the company you want and select Reports > Ratio Comparison Report > View Report > Valuation ratios: Beta, 5 years).

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