Monday, November 22, 2010

How can I find past historical Beta for a company? ?

I would like to compare the beta of a company before it made a major change and after. Is there somewhere to get the list of beta based on date or month. How can I find past historical Beta for a company? ?
The quickest way is to get the data from Yahoo, and calculate it yourself from the daily returns, using a spreadsheet.How can I find past historical Beta for a company? ?
You can pay for the data here:

http://www.ivolatility.com/adv_hist_data



http://www2.owen.vanderbilt.edu/walker/r



Otherwise you'll have to work at it a little:

http://www.cboe.com/data/HistoricalVolat



beta alone is practically useless in attempting to estimate ';excess'; stock returns ... in my humble opinion

http://www.gummy-stuff.org/beta.htm


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