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.

Thomson ONE

Features market quotes, earnings estimates, financial fundamentals, press releases, transaction data, corporate filings, ownership profiles and research from Thomson Financial.

Current alphas are available via Thomson One.

Current Betas

Bloomberg

Current and historical financial information on individual equities, stock market indices, fixed-income securities, currencies, commodities, and futures for both international and domestic markets.

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. 

From the company summary page, select the "Tearsheet" link in the left side navigation bar.

Historical Betas

O'Neil Database

Ref. HG4916 .O45 in the Stamps Reading Room.
Historical quarterly data. Baker has the last quarter annually from 1983 to 2011.

Research Insight/Compustat

Provides financial statement information (income statement, balance sheet, and cash flows) from publicly traded firms both active and inactive. Allows for screening, report generation, and custom variable creation.

Historical betas are available. See instructions for finding 5-year and 15-year betas.

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.

Worldscope

Financial information for public companies worldwide. Updated monthly.

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.

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.