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Beta Calculator - 1yr Weekly
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Beta Calculator - 5yr Monthly
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Useful Links
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Wikiwealth.com Home Page:
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Beta Calculator - Edit Mode
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Beta Portfolio
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Current Company
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Current Index
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Current Company
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Current Index
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Logo Link
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#ERROR
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Enter Stock Symbol
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aapl.oq
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Stock Price (2)
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Stock Returns
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Ret-Ave. Ret (3)
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Index Price (4)
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Index Returns
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Ret-Ave. Ret (3)
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Excess Ret. (5)
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Stock Price (2)
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Stock Returns
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Ret-Ave. Ret (3)
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Index Price (4)
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Index Returns
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Ret-Ave. Ret (3)
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Excess Ret. (5)
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Close
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#VALUE!
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#VALUE!
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Close
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#VALUE!
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#VALUE!
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#VALUE!
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Close
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#VALUE!
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#VALUE!
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Close
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#VALUE!
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#VALUE!
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#VALUE!
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Notes
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#VALUE!
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346.5
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-2.90%
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#VALUE!
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131.15
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-1.47%
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#VALUE!
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#VALUE!
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85.73
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1.32%
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#VALUE!
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143.75
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2.00%
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#VALUE!
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#VALUE!
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-General Note: Beta does not adjust for distortions caused by merger activity.
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356.85
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1.79%
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#VALUE!
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133.11
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-1.06%
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#VALUE!
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#VALUE!
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84.61
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-8.93%
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#VALUE!
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140.93
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-0.75%
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#VALUE!
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#VALUE!
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(1) Must use: "monthly", "weekly", "daily"
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350.56
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0.69%
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#VALUE!
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134.53
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1.66%
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#VALUE!
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#VALUE!
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92.91
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-6.90%
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#VALUE!
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142
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-4.24%
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#VALUE!
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#VALUE!
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(2) Historical stock price adjusted for Splits, but not dividends
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Output
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1yr Weekly
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5yr Monthly
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348.16
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-3.29%
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#VALUE!
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132.33
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-0.11%
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#VALUE!
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#VALUE!
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99.8
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-17.90%
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#VALUE!
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148.29
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-3.28%
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#VALUE!
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#VALUE!
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(3) (Stock Return minus Average Return) raised be the 2nd exponent.
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#VALUE!
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#VALUE!
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360
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2.28%
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#VALUE!
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132.47
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1.25%
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#VALUE!
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#VALUE!
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121.56
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-0.39%
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#VALUE!
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153.32
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1.92%
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#VALUE!
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#VALUE!
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(4) Adjusted for stock splits
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#VALUE!
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#VALUE!
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351.99
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6.45%
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#VALUE!
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130.84
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2.41%
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#VALUE!
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#VALUE!
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122.04
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-7.38%
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#VALUE!
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150.43
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3.23%
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#VALUE!
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#VALUE!
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(5) Stock Return minus Average Return of Stock times Stock Return minus Average Return of the Index
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#VALUE!
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#VALUE!
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330.67
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-5.94%
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#VALUE!
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127.76
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-2.70%
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#VALUE!
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#VALUE!
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131.76
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-4.85%
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#VALUE!
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145.72
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-1.27%
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#VALUE!
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#VALUE!
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#ERROR
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#ERROR
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351.54
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2.03%
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#VALUE!
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131.3
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-1.39%
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#VALUE!
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#VALUE!
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138.48
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-9.81%
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#VALUE!
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147.59
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-3.27%
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#VALUE!
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#VALUE!
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Useful Links
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344.56
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2.84%
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#VALUE!
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133.15
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0.22%
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#VALUE!
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#VALUE!
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153.54
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-19.17%
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#VALUE!
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152.58
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-1.34%
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#VALUE!
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#VALUE!
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Inputs
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1yr Weekly
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5yr Monthly
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335.06
|
2.32%
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#VALUE!
|
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132.86
|
0.62%
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#VALUE!
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#VALUE!
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189.95
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4.24%
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#VALUE!
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154.65
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4.03%
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#VALUE!
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#VALUE!
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spy
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spy
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327.46
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-6.63%
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#VALUE!
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132.04
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-1.30%
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#VALUE!
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#VALUE!
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182.22
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-8.01%
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#VALUE!
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148.66
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1.68%
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#VALUE!
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#VALUE!
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From (m/d/y)
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2011-02-1
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2007-01-6
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350.72
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0.72%
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#VALUE!
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133.78
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-1.94%
|
#VALUE!
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#VALUE!
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198.08
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46.34%
|
#VALUE!
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146.21
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6.44%
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#VALUE!
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#VALUE!
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To (m/d/y)
|
2012-02-9
|
2012-02-9
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348.23
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0.45%
|
#VALUE!
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136.43
|
1.66%
|
#VALUE!
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#VALUE!
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135.36
|
8.27%
|
#VALUE!
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137.37
|
2.65%
|
#VALUE!
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#VALUE!
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Interval (1)
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weekly
|
monthly
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346.66
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1.81%
|
#VALUE!
|
|
134.2
|
0.12%
|
#VALUE!
|
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#VALUE!
|
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125.02
|
-12.88%
|
#VALUE!
|
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133.82
|
1.40%
|
#VALUE!
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#VALUE!
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# of Intervals
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51
|
59
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340.5
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1.57%
|
#VALUE!
|
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134.04
|
0.32%
|
#VALUE!
|
|
#VALUE!
|
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143.5
|
-17.51%
|
#VALUE!
|
|
131.97
|
-4.55%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
#ERROR
|
#ERROR
|
|
335.24
|
-0.64%
|
#VALUE!
|
|
133.61
|
0.07%
|
#VALUE!
|
|
#VALUE!
|
|
173.95
|
-7.84%
|
#VALUE!
|
|
138.26
|
-1.49%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
#ERROR
|
#ERROR
|
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337.41
|
-1.72%
|
#VALUE!
|
|
133.51
|
2.37%
|
#VALUE!
|
|
#VALUE!
|
|
188.75
|
12.73%
|
#VALUE!
|
|
140.35
|
9.67%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
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|
|
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|
|
|
343.31
|
5.45%
|
#VALUE!
|
|
130.42
|
2.21%
|
#VALUE!
|
|
#VALUE!
|
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167.44
|
5.34%
|
#VALUE!
|
|
127.98
|
0.91%
|
#VALUE!
|
|
#VALUE!
|
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|
|
Variance Statistics
|
1yr Weekly
|
5yr Monthly
|
|
325.57
|
1.62%
|
#VALUE!
|
|
127.6
|
0.43%
|
#VALUE!
|
|
#VALUE!
|
|
158.95
|
-6.24%
|
#VALUE!
|
|
126.83
|
-1.52%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
#VALUE!
|
#VALUE!
|
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320.38
|
-1.83%
|
#VALUE!
|
|
127.05
|
0.19%
|
#VALUE!
|
|
#VALUE!
|
|
169.53
|
49.16%
|
#VALUE!
|
|
128.79
|
11.04%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
#VALUE!
|
#VALUE!
|
|
326.35
|
-4.92%
|
#VALUE!
|
|
126.81
|
-5.31%
|
#VALUE!
|
|
#VALUE!
|
|
113.66
|
5.64%
|
#VALUE!
|
|
115.99
|
19.79%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
#VALUE!
|
#VALUE!
|
|
343.23
|
-4.58%
|
#VALUE!
|
|
133.92
|
-0.36%
|
#VALUE!
|
|
#VALUE!
|
|
107.59
|
16.10%
|
#VALUE!
|
|
96.83
|
7.48%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
#VALUE!
|
#VALUE!
|
|
359.71
|
-1.43%
|
#VALUE!
|
|
134.4
|
2.06%
|
#VALUE!
|
|
#VALUE!
|
|
92.67
|
8.58%
|
#VALUE!
|
|
90.09
|
-0.17%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
|
|
|
364.92
|
-7.22%
|
#VALUE!
|
|
131.69
|
-2.15%
|
#VALUE!
|
|
#VALUE!
|
|
85.35
|
-5.30%
|
#VALUE!
|
|
90.24
|
8.95%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
Discussion: 1 year weekly & 5 year monthly data
|
|
|
|
393.3
|
0.72%
|
#VALUE!
|
|
134.58
|
4.06%
|
#VALUE!
|
|
#VALUE!
|
|
90.13
|
0.92%
|
#VALUE!
|
|
82.83
|
12.04%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
Wikiwealth created this beta model to automatically update their equity stock research reports. Wikiwealth also includes a beta calculation using weekly interval data over a period of one year. Weekly data captures the most recent historical period, which may be the best indicator of the future risk of equity investment. We also provide monthly data, which covers a period of 5 years. This longer period helps to stabilize the beta estimate and might provide a better indicator of the long-term future risk factors of the company. We end the beta estimate at 5 years of historical data, because a longer period might experience risk factors involved in non-existing fundamental business operations (aka: the business changes over time and risk factors change with it). To help improve the beta analysis, we take the beta estimate that best fits the movements in the market portfolio (portfolio of all risky assets). We automatically choose which portfolio is best and this choice is based on the R-squared regression measure found in the output section.
|
|
390.48
|
4.49%
|
#VALUE!
|
|
129.33
|
8.02%
|
#VALUE!
|
|
#VALUE!
|
|
89.31
|
-15.04%
|
#VALUE!
|
|
73.93
|
-7.03%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
373.7
|
-0.85%
|
#VALUE!
|
|
119.73
|
1.36%
|
#VALUE!
|
|
#VALUE!
|
|
105.12
|
-16.46%
|
#VALUE!
|
|
79.52
|
-9.04%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
376.91
|
5.86%
|
#VALUE!
|
|
118.12
|
4.87%
|
#VALUE!
|
|
#VALUE!
|
|
125.83
|
-7.35%
|
#VALUE!
|
|
87.42
|
-5.52%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
356.03
|
-7.18%
|
#VALUE!
|
|
112.64
|
-4.52%
|
#VALUE!
|
|
#VALUE!
|
|
135.81
|
-4.65%
|
#VALUE!
|
|
92.53
|
0.63%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
383.58
|
2.55%
|
#VALUE!
|
|
117.97
|
0.10%
|
#VALUE!
|
|
#VALUE!
|
|
142.43
|
-12.83%
|
#VALUE!
|
|
91.95
|
-6.94%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
374.05
|
-0.87%
|
#VALUE!
|
|
117.85
|
1.66%
|
#VALUE!
|
|
#VALUE!
|
|
163.39
|
-2.87%
|
#VALUE!
|
|
98.81
|
-3.56%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
377.33
|
-5.79%
|
#VALUE!
|
|
115.92
|
-4.61%
|
#VALUE!
|
|
#VALUE!
|
|
168.21
|
-9.26%
|
#VALUE!
|
|
102.46
|
-2.96%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
400.5
|
-0.94%
|
#VALUE!
|
|
121.521
|
7.03%
|
#VALUE!
|
|
#VALUE!
|
|
185.37
|
-1.66%
|
#VALUE!
|
|
105.59
|
1.96%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
404.3
|
6.07%
|
#VALUE!
|
|
113.54
|
0.34%
|
#VALUE!
|
|
#VALUE!
|
|
188.5
|
-5.71%
|
#VALUE!
|
|
103.56
|
-5.80%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
381.18
|
3.08%
|
#VALUE!
|
|
113.15
|
-2.21%
|
#VALUE!
|
|
#VALUE!
|
|
199.91
|
-5.19%
|
#VALUE!
|
|
109.94
|
-1.35%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
369.8
|
-12.37%
|
#VALUE!
|
|
115.71
|
-5.60%
|
#VALUE!
|
|
#VALUE!
|
|
210.86
|
9.75%
|
#VALUE!
|
|
111.44
|
3.77%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
422
|
7.35%
|
#VALUE!
|
|
122.57
|
-1.13%
|
#VALUE!
|
|
#VALUE!
|
|
192.12
|
-6.11%
|
#VALUE!
|
|
107.39
|
-3.03%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
393.1
|
-2.93%
|
#VALUE!
|
|
123.97
|
-3.60%
|
#VALUE!
|
|
#VALUE!
|
|
204.62
|
-12.90%
|
#VALUE!
|
|
110.74
|
-5.35%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
404.95
|
1.18%
|
#VALUE!
|
|
128.6
|
2.49%
|
#VALUE!
|
|
#VALUE!
|
|
234.93
|
-10.03%
|
#VALUE!
|
|
117
|
-1.53%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
400.24
|
4.06%
|
#VALUE!
|
|
125.481
|
-0.93%
|
#VALUE!
|
|
#VALUE!
|
|
261.12
|
1.54%
|
#VALUE!
|
|
118.8125
|
8.63%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
384.62
|
2.58%
|
#VALUE!
|
|
126.66
|
3.84%
|
#VALUE!
|
|
#VALUE!
|
|
257.16
|
2.24%
|
#VALUE!
|
|
109.369
|
5.96%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
374.94
|
3.15%
|
#VALUE!
|
|
121.979
|
4.85%
|
#VALUE!
|
|
#VALUE!
|
|
251.53
|
-2.22%
|
#VALUE!
|
|
103.22
|
-6.39%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
363.5
|
-6.72%
|
#VALUE!
|
|
116.34
|
-6.82%
|
#VALUE!
|
|
#VALUE!
|
|
257.25
|
5.70%
|
#VALUE!
|
|
110.27
|
4.71%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
389.7
|
-1.00%
|
#VALUE!
|
|
124.86
|
-0.94%
|
#VALUE!
|
|
#VALUE!
|
|
243.37
|
-14.23%
|
#VALUE!
|
|
105.31
|
-7.73%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
|
|
|
393.62
|
3.31%
|
#VALUE!
|
|
126.05
|
3.67%
|
#VALUE!
|
|
#VALUE!
|
|
283.75
|
-5.69%
|
#VALUE!
|
|
114.13
|
-3.68%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
|
|
|
381.02
|
-5.54%
|
#VALUE!
|
|
121.59
|
-3.80%
|
#VALUE!
|
|
#VALUE!
|
|
300.87
|
-3.30%
|
#VALUE!
|
|
118.49
|
0.00%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
|
|
|
403.38
|
-0.40%
|
#VALUE!
|
|
126.39
|
0.71%
|
#VALUE!
|
|
#VALUE!
|
|
311.15
|
-3.54%
|
#VALUE!
|
|
118.4925
|
-5.77%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
|
|
|
405
|
-4.13%
|
#VALUE!
|
|
125.5
|
-1.73%
|
#VALUE!
|
|
#VALUE!
|
|
322.56
|
-4.94%
|
#VALUE!
|
|
125.75
|
-2.28%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
|
|
|
422.45
|
0.59%
|
#VALUE!
|
|
127.71
|
-0.88%
|
#VALUE!
|
|
#VALUE!
|
|
339.32
|
-3.93%
|
#VALUE!
|
|
128.68
|
-3.36%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
|
|
|
419.97
|
-0.08%
|
#VALUE!
|
|
128.84
|
-2.36%
|
#VALUE!
|
|
#VALUE!
|
|
353.21
|
1.37%
|
#VALUE!
|
|
133.15
|
0.42%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
|
|
|
420.3
|
-6.03%
|
#VALUE!
|
|
131.95
|
0.10%
|
#VALUE!
|
|
#VALUE!
|
|
348.45
|
0.06%
|
#VALUE!
|
|
132.59
|
-2.81%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
|
|
|
447.28
|
#DIV/0!
|
#DIV/0!
|
|
131.82
|
#DIV/0!
|
#DIV/0!
|
|
#DIV/0!
|
|
348.23
|
0.11%
|
#VALUE!
|
|
136.43
|
1.13%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
347.83
|
3.62%
|
#VALUE!
|
|
134.9
|
2.22%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
335.67
|
-14.04%
|
#VALUE!
|
|
131.97
|
2.04%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
390.48
|
1.47%
|
#VALUE!
|
|
129.33
|
5.82%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
384.83
|
0.96%
|
#VALUE!
|
|
122.22
|
8.02%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
381.18
|
-5.83%
|
#VALUE!
|
|
113.15
|
-9.84%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
404.78
|
5.91%
|
#VALUE!
|
|
125.5
|
0.41%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
382.2
|
-5.63%
|
#VALUE!
|
|
124.99
|
-0.41%
|
#VALUE!
|
|
#VALUE!
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
405
|
#DIV/0!
|
#DIV/0!
|
|
125.5
|
#DIV/0!
|
#DIV/0!
|
|
#DIV/0!
|
|
|
|
|
|