FE449/820: Corporate Financial Management

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.

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.
   
   
    
2. Click on Beta Deciles.
   
   
    
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). 
   
   
    
6. Under Query Variables, select at the very minimum - beta value and date.
   
   
    
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.