How do you calculate B (beta) for a listed company using stock market data?
398175
take historical closing prices from the stock you want to calculate the beta depending on your time frame of work. then take the historical closing price of the S&P 500 in the same period. Download it to a spreadsheet or excel.\nCalculatethe daily return (price 2-price 1)/price 1 on the stock and the S&P. Go to excel and execute a linear regression between the two subset of values.\nVoila you will have a equation stock return = alpha + beta(s&p return).\n\nIf you want to make it more complicated you can go to the CPM model and use the risk-free interest rate, but there is little use about it. At the end, you believe whatever Valueline, bloomberg is telling you.
820876
http://finance.yahoo.com/q/bc?s=GBPUSD=X&t=2y
129455
Go to Yahoo finance.\nType in the ticker of the stock you want\ngo to "historical prices" it is the fourth choic down on the left side. then simply go to the date you want. it gives you the trading range for the day and the closing price
320408
look at their finance report within their stock information
167654
You will need to look at a company's SEC filing to obtain the data needed to calculate this ratio.\n\nThe formula is as follows:\n\nLONG-TERM DEBT* divided by LONG TERM CAPITAL**\n\n*Total debt includes all short-term and long-term obligations. \n\n**Total capital includes all common stock, preferred stock and long-term debt.
385810
1.   Write down the amount of your total investment, including fees and expenses, if any. For example, if you bought $950 worth of stock and your fees were $50, then your total investment is $950 + $50, or $1,000.  \n  \n2.   Write down the amount of profit or loss associated with your investment. If your $1,000 investment in stocks is worth $1,200 one year later, then your profit is $1,200 - $1,000, or $200.  \n  \n3.   Calculate the ROI by dividing the profit by the total investment: $200/$1000 = 0.20, or a 20 percent annual ROI.
250370
Just take the sales for that particular company and divide that by the total industry sales. Now if you want to do this at the agent level, choose a business segment/product line in a particular company first. Then take the total base for that segment/product line and do the math.\n\nThis can be done for volume units or for revenue units.
396616
This is much harder to do than it may seem.  The chief problem may be that you are keying on the earnings reporting date, not the quarter ending date.  \n\nThus, if a company reports great results for the quarter 1/06-3/06, but they report their earnings on 4/15/06, you want to see what happened to the stock beginning 4/15 going forward (and you may or may not be interested in the activity on 4/15 itself depending on whether they reported before the market opened, or after it closed).  To do this analysis precisely and automatically with some sort of screening software may not be possible because the earnings reporting dates vary.\n\nBest way I can think of to do this is go to \n\nwww.earnings.com\n\nNot all companies info will be given here, but for a whole lot of companies you can get the history of conference calls for a company, what they reported as earnings, and how this reported number compares to their guidance if they gave any.  Based on the time of day for the conference call you can also make a good guess as to whether the company reported earnings before the market opened or after the market closed.  From there you have to just look for companies that consistently beat quidance and had increasing earnings and check them out.\n\nAlso, though you are not asking for my advice, let me throw it in anyhow (you can ignore it if you want).  It sounds like you are trying to get a system for buying certain companies before earnings hoping for either a pop in price after earnings or a slow progression upwards until the next earnings date.  I think you may be onto something, but I doubt you will find an easy little system to follow.  Each company behaves differently (some always beat earnings, some usually hit earnings, some are erratic) but the companies behavior is well known by the people who track the stock and probably built into the price before earnings.  Thus, you are trying to estimate what actual earnings will be compared not to what past earings have been, nor compared to the companies own guidance but rather compared to the markets consensus of what the earnings should be and who knows what that number is.  Also, more important than the companies earnings might be their forward guidance and this may drive the price alot more than the actual earnings.\n\nTo give an example for that last sentence, supposed a company consistently beats earnings by varying amounts, and is growing at 20-30% per year.  They guide their earnings 10% above last years number, but since they always beat the market may decide they are just being cautious and based on how their industry has been chugging along the market prices the stock as if earnings will come in 30% above last year.  Earnings come in and are 20% above last year.  On the day they report earnings, the company shows 20% growth, and is still 10% above quidance but will nonetheless probably have a really bad day because the actual earnings are 10% below what the market was expecting.\n\nTo give another example suppose a company is growing 20%, is expected to earn 20% more than last year, hits the number perfectly, but then guides lower for next quarter.  Watch out below, the earnings in this case is meaningless.\n\nI guess what I'm saying is there are alot of details to consider and if you get it right 2/3rd of the time you may end up a millionaire in spite of having some really bad days.  Anyhow, www.earnings.com may be the place to look for this data, and best luck with your analysis.
70218
The easiest and least inexpensive way is to use one of the various financial sites that monitor the market.  They all offer some form of portfolio tracker.  All you have to do is enter the ticker symbol and they will virtually do the rest.  If you check it on a daily basis, as long as you've calculated the mean purchase price, the portfolio tracker will give you your daily value.\n\nExcel is even a greater tool if you want to do graphical functions because it gives you a greater control of formulas and numerical values.
573605
This is the most important factor as per me in fundamental analysis of a stock. This coupled with a few of the related ratios should give you a fair idea about the worth of a stock.\n\nEarning per share as the name indicates is the 'per share earning' of a company in a reported period. For all practical purposes it is advised to consider the last annual as well as the last quarter earning. \n\nIf a company has earned a profit of say 10000 US$ in last 3 months and US$ 25000 in last 12 months and the company has 10000 equity shares then, we arrive at the following earning per share values. \n\nAnnual EPS= US$ 25000/10000 = US$ 2.5 Earned per share in last year. Quarterly EPS = US$10000/ 10000 = US$ 1 Earned per share in last quarter. Annualized quarterly EPS = US$1 X 4 = US$ 4. \n\nNow this can be used to analyze a company in the following ways: \n\n1. Compare last 5 years EPS. \n2. Look for a growth pattern. \n3. If the EPS is fluctuating from +ve to -ve and vice versa, it may not be a good place to invest. \n4. If the company operates in a cyclical industry, the annualized quarterly EPS may not be compared with the regular EPS. \n5. Compare the growth rate with that of the industry. \n6. Compare the growth rate with that of market and industry indices. \n\nNow doing all these comparisons you should be in a place to adjudge the company as growth oriented or not. \n\nConsiderations: If the company has recently issued new shares, split shares, merged other companies etc. you may need to factor in those factors accordingly before you compare this with the previous figures\n\n\n\npls check it out:\nhttp://www.pakistaneconomist.com/issue2001/issue40/f&m3.htm
301860
You can get the current constituents from the London Stock Exchange, and you can get loads of data for each of the constituents from Yahoo finance.\n\nhttp://www.londonstockexchange.com/
698655
growth g= rb+(r-ki)(1-tc)bxB/S where r is roi, b is retention rate, ki cost of debt, tc is corporate tax rate, B/S is the capital sturcture. This shows that when r grows the growth also will grow.
812054
Stock Beta is measured versus S&P500,,\non a monthly basis,\n3yr average.\nThat's what Stock Beta is.\n\nThere's No published data in list form of all Nazstocks' Beta,\nand no published average.\n\nI'd say it's about 1.6 or so.\n\nNasdaq Composite Index ( IXIC )is comprised of ALL Nasdaq stocks.\nThat's about as close as you'll come to finding a representative figure of NAZ's "average" Beta\n\nCME(Chicago Mercantile Exchange) thinks that IXIC's beta was 1.4 in mid '04 .\n\nNasdaqQQQQ (Naz 100)\nCurrent 3 yr avg= 1.67\nCurrent 5yr  avg= 1.64\n\nQQQQ is,,maybe representative,,but it'll be skewed.\nIt does NOT include all the stocks.\nThe components are weighted.\nSo more/less volatility in any particular stock may have an exagerated effect on the Q's overall Beta\n\nI'd suspect that a thumbnail "average" of IXIC and QQQQ would yield a fairly close approximation of Actual Total Nazdaq Beta.\n\n1.55 -ish??\n\nWe can calculate the Month of November,\n*Closing price on Nov 1 to Today's (29th) Close\n\nWhich looks like 1.8 to me\n\nFor current 3month period,,,it looks like about 1.6\nThat's TOTAL,,not average,,,,but it's interesting to ponder the coincidence\n\n\nRecall our "thumbnail avg" of about 1.55\nAnd QQQ's 3yr 1.64 & 5yr 1.67\n\nThat averages to 1.62\n\nNov's 1.8 and 3month Total of 1.6= 1.7Avg\n\nThumbnail 1.55 &  Nov+3mo 1.7= 1.625\n\nFrom what info we do have based primarily on Naz Composite,,\n\nIt's probably a valid assumption that it's average Beta\n usually is around 1.6\n\nWe Know that Historically Naz displays a seasonal volatility.\nAnd that is somewhat contrary to S&P.\nS&P is more Solid during Naz's steep declines.\nBut NAZ outpaces it substantially during the bullish segments of the Mkt Year\n\nUsing 1.6 "average" would suggest a deviation of probably about .2\nAn annual range of 1.4 to 1.8 approx.\n\nKeep in mind that SPX includes quite a few NASDAQ Stocks,,and consider the buffering effect that has on BETA of Q's\n\nA PORTION of S&P 500 >>IS<< NASDAQ,,,which also happens to be some of the most heavily traded and active stocks.\n\nSo while BETA is a Direct Comparrison of "Whatever" to the SPX INDEX......\nUsing QQQQ as a Proxy for "Avg Nazdaq Stock" is going to include a factor of some stuff moving Simultaneously.\n\nNasdaq Components of S&P can be moving a LOT more Volatile than sheer BETA suggests\n\nIf S&P was Only AMEX & NYSE Stocks,,,,\nAvg Nasdaq stock,,,or QQQQ's would almost always be showing a Much,Much HIGHER Beta than they currently do.\n\nEven though any Nasdaq Listed components of S&P "cancel themselves out" in the Beta average.....\nThey Still Skew the S&P in the Direction that  QQQQ is moving.\n\nAnyway,,,sorry I don't have a Real Answer.\n\nBut I'm pretty confident in a 1.6 ballpark avg figure.\n\nAnd I think using QQQQ's Beta is probably "close enough" for comparrison purposes,,,even if it's NOT actually specifically accurate.\n\nAt least it's convenient and available:)\n\nHope that helps
860377
You can download monthly historical quotes back to 1950 for the S&P 500 index from Yahoo Finance and calculate them from that data:\n\nhttp://ichart.finance.yahoo.com/table.csv?s=%5EGSPC&a=0&b=3&c=1950&d=10&e=28&f=2006&g=m&ignore=.csv
414708
___Date ____Open ____High ___Low ___Close ___Volume \n22-Feb-05 ___25.52 ___25.82 __25.35 __25.41 __6,513,900 \n\nThis data from Yahoo Finance go to:\n\nhttp://finance.yahoo.com/q/hp?s=BLS&a=01&b=22&c=2005&d=03&e=20&f=2005&g=d\n\n(last one at the bottom of the page is 22-Feb-05)
980436
The market risk premium is the same for every company. Usually between 4% and 7%. The beta changes to adjust for security risk.
167833
Most importantly is you should do your homework rigorously, find out everything that you can about the company, go to finance.yahoo.com, type the stock ticker, and follow every newslink, and then also go to the company website, check their financials etc etc. At least 1 hour per week per position