Bloomberg terminal history
Some may argue that the slope function is the quickest, but ultimately use what you are comfortable with. Finally, convert “Raw” Beta into Bloomberg’s Adjusted Beta by applying Bloomberg’s proprietary equation (same as Method 1) The value that indicates the “Raw” Data is the X Variable 1 Coefficient. Input Y Range is the return on the stock, while Input X Range is the return on the index. You have the option to show the output of the regression on a separate worksheet or on the same worksheet at the raw data. Go to the Data tab Select Data Analysis - If you are missing the Analysis section you must enable the “Analysis ToolPak”, this can be found under File>Options>AddIns>Choose Excel AddIns>Go>Tick the appropriate checkbox>OK Select Regression option
#Bloomberg terminal history how to#
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On the same worksheet as the data (data must be on the same page as the formula), type =slope(x data, y data) The X data is the return on the stock, while the Y data is the return on the index Afterwards, convert “Raw” Beta into Bloomberg’s Adjusted Beta by applying Bloomberg’s proprietary adjustment as follows: Method 1 - How to calculate beta in Excel using slope.We will illustrate three methodologies to calculate the “Raw” Beta. This “Raw” Beta is before Bloomberg’s proprietary adjustment to “move” each particular company’s Beta toward the market, i.e. On the same worksheet repeat the process for the S&P/SPX closing values.įirst, we will calculate the raw statistical data or Bloomberg’s “Raw” Beta. Calculate simple weekly returns of the stock by dividing the adjusted closing price in each week by the previous adjusted weekly closing, minus 1. We will only need the “Date” and the “Adj Close” columns; hence we erased columns B to F. When using Yahoo Finance the initial output into Excel looks as follows: Tip - If you use Yahoo Finance, the information can be easily downloaded to Excel
#Bloomberg terminal history download#
Obtain and download the weekly closing price for the S&P 500 index for the same period and frequency. Obtain and download weekly closing stock prices (adjusted for dividends and splits) for a period of two years (should finish at same date as Bloomberg’s Beta calculation, in this case February 27th, 2014) the Standard and Poor’s index/SPX we will calculate is 0.82 (circled in red below).Īny reputable share price information source should suffice, we have chosen Yahoo Finance. In this guide we will approximate the calculation from the below Bloomberg terminal view for Mondelez International Inc. There are various methodologies and providers of such Betas, which are divided into two main camps: the historical Beta users and the forward looking Beta users, Bloomberg utilizes the former.
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