Bloomberg
Type in your ticker, hit the <Equity> market key then type in BETA and hit then the green <GO> key
For example: IBM <Equity> BETA <GO>
For historical beta simply change the date range for the years you want.
WRDS
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Wharton Research Data Services This link opens in a new window
Wharton Research Data Services (WRDS) provides comprehensive sources of financial, accounting, economic, management, marketing, banking, and insurance data. The Boston University subscription includes the following datasets: Audit Analytics: Compustat Global; Compustat North America; CRSP – Center for Research in Security Prices; CRSP – Mutual Fund; CUSIP Master File; Eventus; Institutional Shareholder Services (formerly RiskMetrics);
MSCI ESG KLD Stats; Thomson Reuters; RavenPack News Analytics (Dow Jones Edition).
The CRSP database, available through Wharton Research Data Services (WRDS), may be used to obtain year-end, daily beta.
- From the CRSP database interface, click on Stock/Portfolio Assignments under Annual Update.
- Click on Beta Deciles.
- Choose your date range.
- Under Apply Your Company Codes, click on Ticker and type the ticker symbol (Example: IBM) into the search box.
- Under Choose Data For Query, select which market you would like (NYSE/AMEX or NASDAQ).
- Under Query Variables, select at the very minimum - beta value and date.
- Under Query Output, select Excel.
- 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.
