Alphas & Betas
A great starting place for finding current and historical alpha and beta stock information; this guide points to the best resources available to the HBS community.
Expand/Collapse All- Current and Historical Alphas
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O'Neil Database
Check Harvard availability
Ref. HG4916 .O45 in the Stamps Reading Room
Quarterly data. Baker keeps last quarter annually back to 1983.Thomson ONE
In-depth company and security information.See also How do I find a security's Alpha?
- Current Betas
Bloomberg Academic or Bloomberg Professional
Type the ticker symbol (e.g., IBM) then click on "equity", type "beta," then click on GO. For historical averages, change the date range. To change the default index, change the mnemonic for index.Capital IQ
Data on public and private companies. From the company summary page, select the "Tearsheet" link in the left side navigation bar.OneSource Global Business Browser
From the company profile page, select the "Ratio Comparisons" link in the navigation bar to view company, industry, and sector betas. To screen by beta, mouse over "Companies" and select "Global Public", then expand the "Stock Information" option.- Historical Betas
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O'Neil Database
Check Harvard availability
Ref. HG4916 .O45 in the Stamps Reading Room
Quarterly data. Baker keeps last quarter annually back to 1983.Research Insight/Compustat
Five years of monthly betas are available.Value Line
One page profiles of companies include the Beta.
Check Harvard availability for the Expanded edition, and U.S. edition of the Investment Survey.Worldscope
Basic financial information on public companies worldwide; historical only, 1992-2006. - Industry Betas
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Cost of Capital - Yearbook
Check Harvard availability
Ref. HG4028 .B2 C687 in the Stamps Reading Room
Provides industry ratios by SIC code. Icludes market capitalization, margins, equity valuation, and cost of capital by SIC. Also available on Morningstar Direct. - Mutual Fund Alphas and Betas
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Morningstar Mutual Funds
Check Harvard availability
Ref. HG4530 .M85 in the Stamps Reading Room
Updated every 20 weeks. Also available on Morningstar Direct.