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FE449/820: Corporate Financial Management

This guide supports the Corporate Financial Management course.

Bloomberg

Type in your ticker, hit the <Equity> market key then type in BETA and hit then the green <GO> key
For exampleIBM <Equity> BETA <GO>
For historical beta simply change the date range for the years you want.


IBM beta from 2013-2015.

WRDS

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

  1. From the WRDS homepage, choose CRSP. Next, select Index/Portfolio Assignments under Annual Update.

    Red box identifying "Index/Portfolio Assignments".
  2. Click on Beta Deciles.

    Red box singling out "Beta Deciles", the first item under "Index/Portfolio Assignments".
     
  3. Choose your date range.

    Two boxes in which you can populate years.

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

    "Ticker" box is on the far left. Then type the ticker of the company you are researching.
     
  5. Under Choose Data For Query, select which market you would like (NYSE/AMEX or NASDAQ). 

    NYSE/AMEX on the left and NASDAQ on the right.
     
  6. Under Query Variables, select at the very minimum - beta value and date.

    Top row: Beta Assignment (BETAN) and Beta Value (BETAV). Bottom row: FILE and DATE.

     
  7. Under Query Output, select Excel.

    Third option down in the Output Format options menu.
     
  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.

Assistant Head, Information Services

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