Where can I get an historical beta?
Answer
Thanks for your question. Historical Beta's can be got through:
Bloomberg (locate your equity and then go to BETA<GO>). If you want to download the data you will need to convert it to a table first (you can do this from the Action tab).
Datastream. Go to time series data> Select your equity and then click on the Expression button and search for historical beta. This will calculate it agains the company's local index. Select your date range. You can get the data on a monthly frequency.
CRSP (US stocks) available through WRDS. Click on CRSP, Select Indices and Deciles, Select Portfolio Assignments
Step One: Choose a Year-end Beta Assignment
Step Two: Choose a Date Range
Step Three: Enter a Ticker Symbol
Step Four: Choose Beta value (BETAV) and DATE
Submit your request
Betas are available back to 1962.
Risk Measurement Service. London Business School publication. Please ask at the library desk if you want to see an issue. For UK companies only