Beta Tutorial

CURRENT BETA:

Bloomberg

TICKER<Equity> DES <Go> displays a company’s description page, including beta (see, eg: BLK <Equity> DES <Go>, the DES page for BlackRock, Inc., below).

BetaBloomberg2

 

ValueLine Investment Survey

These investment surveys are available from the Value Line Research Center Online database on the Pardee Library’s Business Databases: A-Z list.

Enter company name or ticker in search box, e.g. BLK.

valueline search page

Select PDF Reports.

Company page

 

Beta is located on the top left corner.

valueline beta page

Yahoo! Finance

To find a stock’s beta using Yahoo! Finance, input the stock’s ticker symbol and click on the “Key Statistics” link from the left hand tool bar.  Beta will appear on the right hand side under ‘Trading Information’.

Yahoo! Finance Beta

HISTORICAL BETA

Bloomberg

TICKER <Equity> BETA <Go> retrieves the company’s beta page (see, eg: BLK <Equity> BETA <GO>, below).

Bloomberg Historical Beta

 

BETA & CAPM

For more information about beta and asset pricing see:

Falkenstein, Finding alpha : the search for alpha when risk and return break down (Pardee, HG4521 .F35, 2009)

Handbook of the economics of finance (Pardee, HG173 .H345, 2003)

Cochrane, Asset pricing (Pardee, HG4636 .C56, 2001)

Black and Scholes. The Pricing of Options & Corporate Liabilites, Journal of Political Economy; May/Jun 73, Vol. 81 Issue 3, p637

Fama and French. The Cross-Section of Expected Stock Returns, Journal of Finance; Jun 92, Vol. 47 Issue 2, p427-465