Beta calculator

Modified on Mon, 10 Aug, 2020 at 4:33 PM

The Beta calculator is a web-based tool allowing you to define your input parameters for custom beta calculations.

 

Where do I find it?

The Beta calculator is available in the Comparable Analysis menu (Companies and My List interfaces).

 

What can I do with it?

Compared with the Beta comparable analysis view, the Beta calculator offers additional flexibility, such as:

  • Reference index – The calculator offers you the option of applying the same reference index for all companies in your list regardless of their country.
  • Sampling frequency – You can choose between a weekly or monthly sampling frequency for the closing prices.
  • Debt for unlevered beta – You can choose the type of debt to be used for unlevered beta calculations.
  • Additional beta statistics – R-squared and T-value can also be calculated if the corresponding option is checked.

 

What do I need to know?

The results are automatically downloaded as an Excel workbook when the calculation is complete (no add-in required).



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