The CRSPdatabase, available through Wharton Research Data Services (WRDS), may be used to obtain year-end,daily beta.
- From the WRDS homepage, choose CRSP.Next, select Index/Portfolio Assignments under Annual Update.
- Click on Beta Deciles.
- Choose your date range.
- UnderApply Your Company Codes, click onTickerand type the ticker symbol (Example: IBM) into the search box.
- UnderChoose Data For Query, select which market you would like (NYSE/AMEX or NASDAQ).
- UnderQuery Variables, select at the very minimum - beta value and date.
- UnderQuery Output, selectExcel.
- Click on the Submit Query button and when the data output is complete, a link to the Excel file will appear. Click on the link to the Excel file to access the downloaded data.
See our Beta Tutorial for additional information.
