How can I get beta values for each company in a vertain month?

hanken1
hanken1 Newcomer
in Datastream

I'm trying to get the beta value for FTSE All share index members for every month between 2010-2019 in datastream excel. How do I do this?

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @hanken1

    Sorry about the issue that you are facing.

    I used the Datastream navigator tool to find a symbol and data type to get the beta value for FTSE all share index members. The symbol is LFTALLSH (FTSE ALL SHARE INDEX) and the data type is 897E (Historic BETA).

    1666844008664.png

    Therefore, the formula in Excel should look like this:

     =@DSGRID("LFTALLSH","897E","-2Y","-0D","M","RowHeader=true;TimeSeriesList=true;ColHeader=true;DispSeriesDescription=false;YearlyTSFormat=false;QuarterlyTSFormat=false","")

    The output is:

    1666843845384.png

    However, please contact the Refinitiv Eikon with Datastream for Office support team directly via MyRefinitv to verify the symbol, data type, and formula.

    I hope that this information is of help

Answers

  • quirin.braml
    quirin.braml Newcomer

    Do you know if this beta (when you have annual values available) refers to the FY (Fiscal Year) or the calendar year? Thank you very much in advance.

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