Use Capital IQ (see access details) which has current, five-year betas on a company's Tearsheet, in the Stock Quote and Chart section.
Use Bloomberg (seeaccess details) which allows you to calculate current and historical betas.
- Type the ticker symbol,hit<EQUITY>,type BETAand hitGO.
UseWRDSBeta Suite, a flexible tool that allows you to calculate beta based on daily, weekly or monthly return frequencies.
For annual betas, useCRSPviaWRDS.
- SelectAnnual Update-->Stock/Portfolio Assignment-->BetaDeciles.
- Betas are available back to 1962.
Worldscope, available in WRDS, also has historical betas. From the WRDS landing page, select Thomson Reuters, then navigate to Worldscope and select Stock Data.
For current industry betas, tryBetas by Sectorcreated byAswathDamodaranat NYU.
Betas date back to April 1973 in ValueLine in print. Use theValue Line Summary and Index.HG4501V26 in the Lippincott Library Peck Collection. The printed Index toValueLinestops in 1979.
