How do I find historical betas?
Go to Bloomberg (available in the Business Library). Type company ticker hit EQUITY, type BETA.
Use the Datastream Excel add-in (available in the Business Library). Perform a time series search using the code 897E as your datatype. Frequency must be monthly, quarterly or annualy.
Go to WRDS (personal registration required. Open only to faculty, PhDs, Master's students and staff). Click on CRSP and select Indices and Deciles. Select Portfolio Assignments.
Step One: Choose a Year-end Beta Assignment
Step Two: Choose a Date Range
Step Three: Enter a Ticker Symbol
Step Four: Choose Beta value (BETAV) and DATE
Submit your request
For Canadian companies on the Toronto Stock Exchange, use CFMRC .
To compare how beta is calculated by various databases available in the business library, view our Beta by database guide.
If you require further assistance, please feel free to contact us.