Answered By: Lippincott Library
Last Updated: Aug 12, 2020     Views: 4068

For current betas, use Osiris. From a company record, betas are available under Stock data, Security & Price Information.

Capital IQ also has current, five-year betas on a company's Tearsheet, in the Stock Quote and Chart section. 

Capital IQ is available to Wharton Students in the Yablon Financial Resources Lab in Lippincott Library.  Full-time MBAs have additional access to Capital IQ via MBA Career Management.  See our FAQ titled Where Can I Get Access to Capital IQ? for complete details.

Bloomberg, located in Lippincott Library and Huntsman Hall, allows you to calculate current and historical betas.

  • Type the ticker symbol, hit <EQUITY>, type BETA and hit GO.

Use WRDS Beta Suite, a flexible tool that allows you to calculate beta based on daily, weekly or monthly return frequencies.

For annual betas, use CRSP via WRDS.

  • Select Annual Update-->Stock/Portfolio Assignment-->Beta Deciles.
  • Betas are available back to 1962.

Worldscope, available in WRDS, also has historical betas. From the WRDS landing page, select Thomson Reuters, then navigate to Worldscope and select Stock Data

For current industry betas, try Betas by Sector created by Aswath Damodaran at NYU.

Betas date back to April 1973 in Value Line in print. Use the Value Line Summary and Index. HG4501 V26 in the Lippincott Library Peck Collection. The printed Index to ValueLine stops in 1979.