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hanken1 avatar image
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How can I get beta values for each company in a vertain month?

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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raksina.samasiri avatar image   raksina.samasiri

hi @hanken1 ,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

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AHS

wasin.w avatar image   wasin.w

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Thanks,


AHS

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Jirapongse avatar image
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@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


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quirin.braml avatar image
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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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