The CRSP database, available through Wharton Research Data Services (WRDS), may be used to obtain year-end, daily beta.
- From the WRDS homepage, choose CRSP. Next, select 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.
See our Beta Tutorial for additional information.