14
2008
As part of the Corporate Finance subject of my MBA we have to calculate the beta coefficient (aka Beta) of a company’s share price. The is applied economics and market mathematics, but it simply is a number which indicates how closely (or not) a company’s share price moves in relation to a broader market (or an index like the S&P ASX200 or the Dow Jones Industrial Average).
Anyway, part of the process is to create an excel spreadsheet to aid with the calculation. I’ve done it and thought I share it with you on this post on Monday 17 November 2008. See you then.
Update: 31 July 2009 the new version is available for testing by requesting it in a comment below. Once the testing is complete I’ll make it freely available to registered users.
34 Comments until now
On February 22nd, 2009
Jill Said:
“Monday 17 November 2008″. hahaha.
Credibility– gone.
On March 7th, 2009
anndam Said:
hi, is there any chance I can get to see your beta calculation with the formulas on the excel spreadsheet?
pls, it’s an emergency so I hope to hear from u soon.
Ann
On March 7th, 2009
Paul Zagoridis Said:
@Ann I’ve emailed you a spreadsheet. The old spreadsheet I had up was corrupt so I removed it, then promptly changed laptops and lost it.
In the meantime the best spreadsheet I’ve found for Beta Coefficient Calculation is at Money-Zine.com. You can download this spreadsheet.
On March 23rd, 2009
Greg Said:
Paul,
Could you e-mail the excel spreadsheet for Beta Calculations. I would truly appreciate it.
On April 26th, 2009
Tamas Said:
Hi…pls if it is possible to provide beta calculator on spd sheet…..i will be highly appreciable
On July 9th, 2009
kenghua Said:
Hi Paul,
Would you mind to send me the spreadsheet too?
Thanks
On July 12th, 2009
Abbas Said:
May you please send me your excel spreadsheet with formulas to calculate beta coefficient. Thanks in advance for your help. Rgds
On July 23rd, 2009
Allan Boyle Said:
Hey Paul Zag! Long time no speak!
Was wondering if you still had that beta spreadsheet. Finishing off my BBus (Financial Planning) and need to calculate Beta for a company… and do all the other gear. Anyways, if you could shoot thru an email, it’d be great. I checked the website you suggested, but it’s just got the CAPM calculator that requires you to already have a value for beta…. which of course is what I’m trying to ascertain.
Hope to hear from you soon mate.
Cheers
BR
On July 31st, 2009
kim pearce Said:
Hi Paul, could you please email me the spread sheet on beta coefficient. Hope to hear from you soon, any thanks.
On July 31st, 2009
Paul Zagoridis Said:
I’ve just about finished rebuilding the spreadsheet and am making available for testing. Everyone who’s left a comment so far should have received a spreadsheet from me, but the latest version has only been available this week so @Allan and @kim got it.
Anybody else who wants to test it can comment here and I’ll email them the current version.
Once it goes live it will be available for free but you’ll have to register with a valid email address to get it. I wont be spamming you, just want to know who’s using my work.
On August 7th, 2009
kim pearce Said:
Hi Paul. Would you mind resending the beta spread sheet please to my new email address above, my partner mistakenly deleted it. Many thanks Kim
On August 7th, 2009
Paul Zagoridis Said:
@kim repeat after me until the urge to kill passes, “I love my partner.”
Check your inbox
On August 18th, 2009
SLP in Ohio Said:
Please make your excel spreadsheet for Beta calculations available to me. I am taking an intermediate excel course along with an introductory finance course–and need practice!
On August 19th, 2009
Paul Zagoridis Said:
@SLP in Ohio, please check you inbox, it should already be there unless trapped by a filter
On August 30th, 2009
KOSTIS Said:
Paul!!
Hi!!
can u send me aslo the excell file for the calculation of the beta??
On September 7th, 2009
suyash Said:
hey paul!!
hi!!
can u send me the excel sheet for the calculation for beta?
cheers!
On September 8th, 2009
SS Said:
Can you send me the spreadsheet as well.
–SS
On September 8th, 2009
Paul Zagoridis Said:
Thanks for the feedback everyone. If Kostis, Suyash and SS can give some feedback it should be ready for release.
Regards
Paul
On September 10th, 2009
Kathy Said:
Paul,
If you could possibly send the spreadsheet to me, I would so appreciate it. I have a group assignment with an online course, and no one in the group is understanding the examples given to us. Thanks!
On September 22nd, 2009
Mary Said:
hey paul!!
hi!!
can u send me the excel sheet for the calculation for beta?
cheers!
On September 23rd, 2009
scott Said:
Paul if you would be so kind to share the spreadsheet, I would appreciate it.
Thank you
On October 5th, 2009
Matt Said:
Paul, is it possible to add me to the list of people in need of the spreadsheet?
Thanks a lot.
The longer you leave this post the more people you get!
On October 13th, 2009
Ben Gold Said:
Paul, would love to see how you’re calculating Beta’s and would appreciate it if you could allow me to test your spreadsheet.
On October 23rd, 2009
Kimmer Said:
Hi Paul!
Can you please send me the excel spreadsheet to calculate beta coefficient?
Many thanks,
Kimmer
On November 8th, 2009
Vince0384 Said:
Paul,
Is it possible that I also get a copy of your Beta Calculation spreadsheet?
I appreciate your help!
Vince 
On November 12th, 2009
Elena Said:
Hi! Could you please email me the spreadsheet with BEta coefficient calculations and formulas?Thanks!
On November 12th, 2009
holly h Said:
can you email me anything that can help calculate stock beta. i’m working on a finance project in which i am given the company’s excess returns and the excess returns market portfolio. i have to find the stock beta and correlation coefficient. it would greatly appreciated.
also if you have instructions for creating a characteristic line graph in excel that would be awesome!-thanks
On January 30th, 2010
Jay Said:
Paul:
I’m coming late to the party. Regardless, I’d appreciate being emailed a copy of your Excel spreadsheet for calculating Beta for stocks. Thanks in advance.
Jay
On February 1st, 2010
Steven Said:
Hi Paul
Your Beta spreadsheet is popular! Could I also get a copy please? Much appreciated, thanks, Steven
On February 11th, 2010
Natu Said:
Hi friend
could u pl mail the beta spreadsheet calculation. I am doing a project work. thanks and regards, natu
On February 12th, 2010
Paul Zagoridis Said:
OK everybody up to Natu should have a copy now. Please let me know what you think of it, or suggest any updates.
Thanks to Steven for some really valuable suggestions that I’m working on now.
Regards
Paul
On February 12th, 2010
LISA Said:
Could I also get a copy of your beta spreadsheet calculation? I am taking an investments class and this would really help.
Thanks,
Lisa
On February 27th, 2010
Nicole Said:
Hi,
Could you possibly send me a copy of the spreadsheet too, thank you very much!
On March 8th, 2010
farhan Said:
Hi,
Could you possibly send me a copy of the spreadsheet too, thank you very much in advance please send me i need it urgently!