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Business Tutorial: WRDS

Where can I find historical betas for companies?

The CRSP database, available through Wharton Research Data Services (WRDS), may be used to obtain year-end, daily beta.

  1. From the CRSP database interface, click on Stock/Portfolio Assignments under Annual Update.

    CRSP-Beta 1

     
  2. Click on Beta Deciles.

    CRSP-Beta 2
     
  3. Choose your date range.


     
  4. Under Apply Your Company Codes, click on Ticker and type the ticker symbol (Example: IBM) into the search box.


     
  5. Under Choose Data For Query, select which market you would like (NYSE/AMEX or NASDAQ). 

    CRSP-Beta 3
     
  6. Under Query Variables, select at the very minimum - beta value and date.

    CRSP- Beta 4

     
  7. Under Query Output, select Excel.


     
  8. 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.

Assistant Head, Information Services

Kathleen Berger's picture
Kathleen Berger
Contact:
bergerkm@bu.edu
Room 318E
Pardee Library
617-353-4312