Finding Beta in specific timeframes?

[xburbx]

Anyone know an easier way to determine and quickly find beta for different symbols over specified timeframes?

i am trying to calculate beta for 50 different symbols in 3 different periods.

an example would be DOW from dec1 99- June 1 2000.


How would I do this another way besides using the monthly closes off yahoo historical data and plug it into an excel sheet?

 

[p.narayan]

Bloomberg have this function with other variables when working out a Beta like frequency of returns - if you want to know more about the in and outs of Beta calculation i would suggest reading a paper called estimating the cost of capital (I think) by Aswath Damodaran.

Cheers.

 

[circadian]

Quote from xburbx:

Anyone know an easier way to determine and quickly find beta for different symbols over specified timeframes?

i am trying to calculate beta for 50 different symbols in 3 different periods.

an example would be DOW from dec1 99- June 1 2000.


How would I do this another way besides using the monthly closes off yahoo historical data and plug it into an excel sheet?

You can still do it in excel, just set up a macro that will automatically pull the data from yahoo, and then run the regression analysis for you. All you're after is the regression X-variable.