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Using Excel's Slope Function To Calculate Beta

This document provides information about calculating beta using Excel's slope function. It includes sample data for IBM stock prices and S&P 500 index prices over 52 weeks and 12 months. It then shows the calculated 1 year beta for IBM using weekly and monthly changes.

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Muhammed Rafiudeen
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© Attribution Non-Commercial (BY-NC)
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Download as XLS, PDF, TXT or read online on Scribd
26 views

Using Excel's Slope Function To Calculate Beta

This document provides information about calculating beta using Excel's slope function. It includes sample data for IBM stock prices and S&P 500 index prices over 52 weeks and 12 months. It then shows the calculated 1 year beta for IBM using weekly and monthly changes.

Uploaded by

Muhammed Rafiudeen
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
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Willow Solutions Inc. 85 Willow Street New Haven, CT 06511 203.777.5634 info@willowsolutions.

co

Using Excel's Slope Function to Calculate Beta


1 Year Beta for IBM calculated using weekly changes:

0.951

S&P 500 Weekly Close


52 Weeks

IBM Weekly Close


52 Weeks

Wkly Pct
Chg
Date
Close
24-Feb-2001
1245.86
03-Mar-2001
1234.18
-0.94%
10-Mar-2001
1233.42
-0.06%
17-Mar-2001
1150.53
-6.72%
24-Mar-2001
1139.83
-0.93%
31-Mar-2001
1160.33
1.80%
07-Apr-2001
1128.43
-2.75%
14-Apr-2001
1183.50
4.88%
21-Apr-2001
1242.98
5.03%
28-Apr-2001
1253.05
0.81%
05-May-2001
1266.61
1.08%
12-May-2001
1245.67
-1.65%
19-May-2001
1291.96
3.72%
26-May-2001
1277.89
-1.09%
02-Jun-2001
1260.67
-1.35%
09-Jun-2001
1264.96
0.34%
16-Jun-2001
1214.36
-4.00%
23-Jun-2001
1225.35
0.91%
30-Jun-2001
1224.38
-0.08%
07-Jul-2001
1190.59
-2.76%
14-Jul-2001
1215.68
2.11%
21-Jul-2001
1210.85
-0.40%
28-Jul-2001
1205.82
-0.42%
04-Aug-2001
1214.35
0.71%
11-Aug-2001
1190.16
-1.99%
18-Aug-2001
1161.97
-2.37%
25-Aug-2001
1184.93
1.98%
01-Sep-2001
1133.58
-4.33%
08-Sep-2001
1085.78
-4.22%
15-Sep-2001
1092.54
0.62%
22-Sep-2001
965.80
-11.60%
29-Sep-2001
1040.94
7.78%
06-Oct-2001
1071.38
2.92%
13-Oct-2001
1091.65
1.89%
20-Oct-2001
1073.48
-1.66%
27-Oct-2001
1104.61
2.90%
03-Nov-2001
1087.20
-1.58%
10-Nov-2001
1120.31
3.05%
17-Nov-2001
1138.65
1.64%
24-Nov-2001
1150.34
1.03%
01-Dec-2001
1139.45
-0.95%

Wkly
Pct Chg
Date
Close
24-Feb-2001
104.00
03-Mar-2001
102.30 -1.63%
10-Mar-2001
99.29 -2.94%
17-Mar-2001
90.10 -9.26%
24-Mar-2001
93.51
3.78%
31-Mar-2001
96.18
2.86%
07-Apr-2001
97.95
1.84%
14-Apr-2001
96.20 -1.79%
21-Apr-2001
114.83 19.37%
28-Apr-2001
116.20
1.19%
05-May-2001
115.86 -0.29%
12-May-2001
111.81 -3.50%
19-May-2001
117.44
5.04%
26-May-2001
117.80
0.31%
02-Jun-2001
112.89 -4.17%
09-Jun-2001
116.10
2.84%
16-Jun-2001
113.60 -2.15%
23-Jun-2001
112.87 -0.64%
30-Jun-2001
113.00
0.12%
07-Jul-2001
106.50 -5.75%
14-Jul-2001
108.53
1.91%
21-Jul-2001
105.70 -2.61%
28-Jul-2001
104.70 -0.95%
04-Aug-2001
108.18
3.32%
11-Aug-2001
104.95 -2.99%
18-Aug-2001
104.59 -0.34%
25-Aug-2001
106.99
2.29%
01-Sep-2001
99.95 -6.58%
08-Sep-2001
96.59 -3.36%
15-Sep-2001
96.47 -0.12%
22-Sep-2001
90.50 -6.19%
29-Sep-2001
91.72
1.35%
06-Oct-2001
98.02
6.87%
13-Oct-2001
100.84
2.88%
20-Oct-2001
102.65
1.79%
27-Oct-2001
111.16
8.29%
03-Nov-2001
109.50 -1.49%
10-Nov-2001
114.08
4.18%
17-Nov-2001
114.50
0.37%
24-Nov-2001
115.35
0.74%
01-Dec-2001
115.59
0.21%

1 Year Beta for IBM calculated


S&P 500 Monthly Close
12 Months
Date
Last
28-Feb-2001 1,239.94
31-Mar-2001 1,160.33
30-Apr-2001
1,249.46
31-May-2001 1,255.82
30-Jun-2001
1,224.38
31-Jul-2001
1,211.23
31-Aug-2001 1,133.58
30-Sep-2001 1,040.94
31-Oct-2001
1,059.78
30-Nov-2001 1,139.45
31-Dec-2001 1,148.08
31-Jan-2002
1,130.20
28-Feb-2002 1,088.55

08-Dec-2001
15-Dec-2001
22-Dec-2001
29-Dec-2001
05-Jan-2002
12-Jan-2002
19-Jan-2002
26-Jan-2002
02-Feb-2002
09-Feb-2002
16-Feb-2002
23-Feb-2002

1158.31
1123.07
1144.89
1161.02
1172.51
1145.60
1127.58
1133.28
1122.20
1096.22
1104.18
1079.83

1.66%
-3.04%
1.94%
1.41%
0.99%
-2.30%
-1.57%
0.51%
-0.98%
-2.32%
0.73%
-2.21%

08-Dec-2001
15-Dec-2001
22-Dec-2001
29-Dec-2001
05-Jan-2002
12-Jan-2002
19-Jan-2002
26-Jan-2002
02-Feb-2002
09-Feb-2002
16-Feb-2002
23-Feb-2002

120.40
121.10
122.00
122.90
125.60
120.31
114.25
109.28
108.00
104.99
102.89
96.55

4.16%
0.58%
0.74%
0.74%
2.20%
-4.21%
-5.04%
-4.35%
-1.17%
-2.79%
-2.00%
-6.16%

[email protected]

Year Beta for IBM calculated using monthly changes:

1.49

IBM Monthly Close


12 Months
Mth Pct
Chg
-6.42%
7.68%
0.51%
-2.50%
-1.07%
-6.41%
-8.17%
1.81%
7.52%
0.76%
-1.56%
-3.69%

Date
28-Feb-2001
31-Mar-2001
30-Apr-2001
31-May-2001
30-Jun-2001
31-Jul-2001
31-Aug-2001
30-Sep-2001
31-Oct-2001
30-Nov-2001
31-Dec-2001
31-Jan-2002
28-Feb-2002

Mth Pct
Chg
Last
99.90
96.18
-3.72%
115.14
19.71%
111.80
-2.90%
113.00
1.07%
105.21
-6.89%
99.95
-5.00%
91.72
-8.23%
108.07
17.83%
115.59
6.96%
120.96
4.65%
107.89
-10.81%
98.47
-8.73%

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