Current and recent beta values:
- Go to Bloomberg (access to Barcelona Library Financial room).
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.
- Orbis (World): In the individual company report, under the heading ‘Stock and Earning estimates’, click ‘Beta and price volatility’.
- Sabi (Spain): In the individual company report, under the heading ‘Stock and Earning estimates’, click ‘Beta and price volatility’.
- Capital IQ . Current five-year betas are available in the Stock Quote and Chart section of a company tearsheet.
- Factiva: A five-year beta can be found under the Valuation Ratios heading. Search for the company you want and select Reports > Ratio Comparison Report > View Report > Valuation ratios: Beta, 5 years.
Historical beta values:
- Go to WRDS: Click on Beta Suite. 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.
- Bloomberg - You have several options:
Enter a Security Ticker, <Equity> market key, type in BETA, then <Go>.
Example: IBM <Equity> BETA <Go>
Adjust de dates. Then you can export to excel.
Use the Bloomberg Excel Add-In.
Click on the Bloomberg tab along the top of the workbook. Use the Spreadsheet Builder to easily pull data into Excel.
Step 1: Click on Spreadsheet Builder.
Step 2: Click on Historical Data Table then click on the Next button.
Step 3: Type the ticker symbol/s in the All Securities box. Click on the Next button.
Step 4: Type Beta in the All Fields box. Click on any of the options available (like BETA_ADJ_OVERRIDABLE.) Click on the Next button.
Step 5: Select the date range. Click on the Next button.
Step 6: Click on the Finish button.
Or 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.
