Answered By: Barbara Coffey
Last Updated: Sep 25, 2019     Views: 49

Betas are the result of a linear regression where the stock prices are compared to a relevant index.  Depending upon the study being done the time table should match the time of the study.

Use Bloomberg – Ticker <Equity> Beta then adjust to match your analysis needs. The r^2 shows how good a fit the Beta fits the data

http://people.stern.nyu.edu/adamodar/New_Home_Page/datafile/Betas.html beta by sector – from NYU

 

Related Topics

Contact Us

Chat with a Librarian


Text a Librarian

Text (609) 277-3245 to get live help on your mobile phone (available the same hours as the Chat service)


Email a Librarian

You can email your research questions to refdesk@princeton.edu or you can request an individual appointment with a subject specialist.


Call a Librarian

Call (609) 258-5964 to speak to a reference librarian during most open hours of the Libraries.