DataStream Beta Calculation

This is a discussion on DataStream Beta Calculation within the Economic & Fundamental Analysis forums, part of the Methods category; Hi everyone, as a new member of this forum I want to ask a question about datastream: I want to ...

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Old Oct 18, 2012, 6:06pm   #1
 
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Joined Oct 2012
DataStream Beta Calculation

Hi everyone,

as a new member of this forum I want to ask a question about datastream:

I want to estimate Beta over a long period of time. Which Datatype do you recommend when extracting the data:

price adjusted or total return index

I am not sure due to the total return index being so much higher in value which is the correct one

thanks a lot folks

best
Michi
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Old Oct 19, 2012, 9:29am   #2
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Re: DataStream Beta Calculation

Beta is a reflection of the sensitivity of a given stock's price to the movement of the overall market. You wouldn't want to use total return figures, as dividends would be treated separately.
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Old Oct 19, 2012, 10:03am   #3
 
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Re: DataStream Beta Calculation

Michi started this thread Sorry I am really a beginner in this Field. In datastream I have the possibility to choose 3 different Kind of datatypes: total Return Index of a Stock, the normal Price and the adjusted Price.
What shall I choose then?

Thanks already for your help
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Old Oct 19, 2012, 9:19pm   #4
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Re: DataStream Beta Calculation

Depends of what "adjusted price" means. If that's just split-adjusted then use that. If not, use normal price.
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