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About

Regression Beta Calculator

Inputs

Description

This is a regression beta calculator. It is effective to use if you want a more specific time period, interval, or comparable index when determining your equity (levered) beta.

How to use

1) Visit Yahoo Finance website. Pick desired stock and index or other benchmark.
2) Download historical data for both for desired range of dates. Upload files as csvs.
3) Enter equity name and benchmark name.
4) Enter period in range of number of years desired to analyze. Note max years is the max date range downloaded.
5) Select interval used to determine difference in data points analyzed.
6) Click submit.

When you shouldn't use

Large standard error; Short date range; Too little data points. Ex: yearly interval for 5 year period; Firm has highly-dynamic business model

Outputs