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Current and Historical Alphas
O'Neil Database
Ref. HG4916 .O45 in the Stamps Reading Room.
Historical quarterly data on alphas. Baker has the last quarter annually from 1983 to 2011.
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Refinitiv Workspace
Features market quotes, earnings estimates, financial fundamentals, press releases, transaction data, corporate filings, ownership profiles and sell-side equity research.
Current Betas
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, investment firms, capital transactions, and people. Includes S&P RatingsDirect.
From the company summary page, select the "Tearsheet" link in the left side navigation bar.
FactSet
Financial data analysis platform to analyze data from global equity and fixed income markets.
Historical Betas
O'Neil Database
Ref. HG4916 .O45 in the Stamps Reading Room.
Historical quarterly data on alphas. Baker has the last quarter annually from 1983 to 2011.
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Value Line
Comprehensive stock reports and covers most actively traded U.S. exchange-listed stocks, small and mid-cap stocks, mutual funds, options and convertibles.
Current Beta is available via the online database. Historical coverage ranges from 1955-2007. Check Harvard availability for the Expanded edition and U.S. edition of the Investment Survey.
Industry Betas
Valuation handbook. Industry cost of capital.
Ref. HG 4028 .V3 V34 in the Stamps Reading Room.
Provides industry ratios by SIC code. Includes market capitalization, margins, equity valuation, and cost of capital by SIC. Also available on Morningstar Direct.
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Mutual Fund Alphas and Betas
Morningstar Mutual Funds
Ref. HG4530 .M85 in the Stamps Reading Room.
Updated every 20 weeks. Also available electronically on Morningstar Direct at Baker Library.