I need to find the historical Beta measurement for a certain stock - is there a site that provides this?

Question

I would like to locate a stock's beta (volatility measure) at a certain point in time. Does anyone know of a good web site that can provide such data (preferably free of charge)?

Thanks!

Answer 1

For starters, beta is NOT a volatility measure. The volatility measure is called (guess what?) volatility and is computed as standard deviation of returns. Beta is a measure of exposure to the market risk...

As to figuring out a beta in the past, it's a three minute job if you know how to use Excel. Get two time series (stock price and index value) for a period ending in your chosen point in time, convert prices into returns, and compute beta as

=SLOPE([Time series of stock returns], [Time series of index returns])

Answer 2

yahoo finance, it's free