Stock analysis question

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  • Justin7
    SBR Hall of Famer
    • 07-31-06
    • 8577

    #1
    Stock analysis question
    I'm comparing returns for a stock relative to the stock's Beta. Every source lists a different Beta, and none tell what time period they used for the computation.

    Anyone know of an easy way to evaluate a stock's Beta for a given time period, like the last 5 years?
  • tltaylor89
    SBR Posting Legend
    • 06-19-09
    • 19610

    #2
    They use calculate by forward earnings cash =beta of 0 the more volatile stocks have higher betas because they move more.
    Comment
    • pico
      BARRELED IN @ SBR!
      • 04-05-07
      • 27321

      #3
      beta is not static
      Comment
      • Dunder
        Restricted User
        • 10-26-09
        • 3345

        #4
        Justin, do you have the monthly closes of the stock and the underlying index as well as dividend yields for both? You would need these to calculate the beta.
        Comment
        • tltaylor89
          SBR Posting Legend
          • 06-19-09
          • 19610

          #5
          Justin did youre broker tell you something you didnt like
          Comment
          • G's pks
            Restricted User
            • 01-01-09
            • 22251

            #6
            Justin beta is really a backwards study..does not account for current news/earnings... Why not use a companies fundamentals for research? I used to day trade using technical analysis...
            Comment
            • dwaechte
              SBR Hall of Famer
              • 08-27-07
              • 5481

              #7
              You guys might want to stick to the question at hand... I'm sure Justin knows the purpose and limitations of what he's doing.
              Comment
              • Justin7
                SBR Hall of Famer
                • 07-31-06
                • 8577

                #8
                I'm assisting a Notre Dame professor in a study of randomness.

                Beta is time period sensitive. Are there any sites where I can specify the time period, and get a beta for a stock?
                Comment
                • IrishTim
                  SBR Wise Guy
                  • 07-23-09
                  • 983

                  #9
                  Can you say which professor?
                  Comment
                  • G's pks
                    Restricted User
                    • 01-01-09
                    • 22251

                    #10
                    Originally posted by Justin7
                    I'm assisting a Notre Dame professor in a study of randomness.

                    Beta is time period sensitive. Are there any sites where I can specify the time period, and get a beta for a stock?
                    Try Reuters Justin.
                    Comment
                    • Boner_18
                      SBR Hall of Famer
                      • 08-24-08
                      • 8301

                      #11
                      Find a bloomberg terminal.
                      Comment
                      • bradthebloke
                        SBR MVP
                        • 07-26-09
                        • 3175

                        #12
                        so how long are these bulls gonna run?
                        Comment
                        • G's pks
                          Restricted User
                          • 01-01-09
                          • 22251

                          #13
                          and value line lists the beta in individual stock analysis. Most libraries carry value line in the business section...or you maybe able to contact them in regards to getting several years of data...they should have it too.
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