Answered By: Barbara Coffey Last Updated: Sep 30, 2019 Views: 37
Betas are the result of a 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
For historical data -
- Older betas are in Value Line.
- 1968-1983 in Firestone stacks (F) HG4501.V26.
- 1982-1987 in (RECAP) MICROFILM S00693.
- 1997-2008 (Expanded) in (RECAP) MICROFICHE 1817
- 1987-2008 is on (RECAP) Microfiche 1065.
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