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Betas by Sector (US) Data Used: Multiple data services. Date of Analysis: Data used is as of January 2024. Download as an excel file instead: https://www.stern.nyu.edu/~adamodar/pc/datasets/betas.xls. For global datasets: https://www.stern.nyu.edu/~adamodar/New_Home_Page/data.html.
Descubre todo lo que necesitas saber sobre los Betas de Damodaran y cómo se utilizan en la valoración de empresas y la toma de decisiones de inversión 2023
Total Betas by Sector (for computing private company costs of equity) - US. Data Used: Multiple data services. Date of Analysis: Data used is as of January 2024. Download as an excel file instead: https://www.stern.nyu.edu/~adamodar/pc/datasets/totalbeta.xls.
Damodaran On-line Home Page. My name is Aswath Damodaran, and I teach corporate finance and valuation at the Stern School of Business at New York University. I am a teacher first, who also happens to love untangling the puzzles of corporate finance and valuation, and writing about my experiences.
Industry Name: Number of firms: Beta : D/E Ratio: Effective Tax rate: Unlevered beta: Cash/Firm value: Unlevered beta corrected for cash: HiLo Risk: Standard deviation of equity
Estimating Beta. The standard procedure for estimating betas is to regress stock returns (Rj) against market returns (Rm) -Rj = a + b Rm. where a is the intercept and b is the slope of the regression. The slope of the regression corresponds to the beta of the stock, and measures the riskiness of the stock.
Betas are weighted Averages. ̈ The beta of a portfolio is always the market-value weighted average of the betas of the individual investments in that portfolio. ̈ Thus, ¤ the beta of a mutual fund is the weighted average of the betas of the stocks and other investment in that portfolio.
