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Ibbotson Beta Book
Overview
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Complete. Complementary. Time-saving.
Beta resource.
Now available from Morningstar, the Ibbotson® Beta Book features the trusted data and analysis that business valuation professionals, CPAs, and securities analysts rely on to calculate cost of equity. Updated twice a year, this essential reference for modeling stock performance and pricing securities is a complete source of levered, unlevered, peer group, and adjusted betas for thousands of U.S.-based, publicly traded companies.
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In This Book
Betas for approximately 5,000 publicly traded companies incorporated in the United States
Traditional 60-month levered and unlevered beta calculations using CAPM regressions
Betas adjusted toward peer group average
Fama-French 3-factor betas and statistics
Key Features
Overview of the beta estimation methodologies used in the calculations
Calculations updated twice a year and published in the first and second editions
Publication Details
112 pages, spiral-bound
Published semiannually
First Edition: ships in February and features data through December
Second Edition: ships in August and features data through June