Hi,
I need historical beta end of day for IBM for example from 2018-01-01 to 2018-01-09.
Is there a free place to download that?
SPY is the index of reference.
Your best bet is probably to download closing prices for the stock and the index, e.g. from Yahoo Finance, and estimate your own betas. For reference, the headline beta provided by Bloomberg is based on rolling 2-year weekly regressions, with the regression result (raw beta) given a 2/3 weight and 1 given a 1/3 weight.Hi,
I need historical beta end of day for IBM for example from 2018-01-01 to 2018-01-09.
Is there a free place to download that?
SPY is the index of reference.