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5

From Yahoo! Finance Help The Beta used is Beta of Equity. Beta is the monthly price change of a particular company relative to the monthly price change of the S&P500. The time period for Beta is 3 years (36 months) when available. Source: https://help.yahoo.com/kb/finance/SLN2347.html?impressions=true (+Stock Price History)


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Yahoo Finance calculates beta from monthly prices over a time of three years. The S&P500 is used as the benchmark You need 37 monthly prices (so you can get 36 returns) on the first trading day of each month. The final price should be on the first trading day of the previous month. The first price should be on the first trading day of the month 36 ...


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I think this question has been answered here before (regarding yahoo finance & historical data). Most free providers of historical data do not take the time to go back & $fix$ the data discrepancies such as the one you ran into. I believe they just collect/update data as it comes I.e. Stock splits, dividend payments. However, the Adjusted Close ...


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Beta calculation varies quite a bit as you've already noted. Using monthly or weekly closing prices is fairly common though; I don't know of anyone who uses daily prices. Yahoo gets its data from CapitalIQ so you may want to look over there. Good luck!


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Errors in some data can cause the calculation to go awry. For EPD, I have reported that they believe the stock had a 2:1 split on August 21, 2014 and on August 22, 2014. Only one of these splits occurred, so all the split adjusted data is off by a factor of 2 before the split that did not happen. I reported this error in August, but in November I noticed ...


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You might be interested in this link: https://www.dukascopy.com/swiss/english/marketwatch/historical/ It's not as good as Reuters or Bloomberg data, but it's free.


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Option #1 - If you need historical data you can use one of the links from other answers http://eareview.net/tick-data/download-free-tick-data Training set of tick-by-tick data? Option #2 - Also, historical data can be exported from Metatrader or Ninjatrader : https://www.mql5.com/en/articles/27 (OHLC bars only) ...


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You need the "adjusted high". However, Yahoo Finance does not provide that: https://help.yahoo.com/kb/SLN2311.html However you can adjust manually. From the Normal Close and the Adjusted Close just compute the adjustment factor and then manually adjust the High.


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Oanda also offers tick data for free provide you have an account with them and maintain a balance in excess of $1,000 (academic exceptions are possible). The data can be downloaded from https://fxtrade.oanda.com/trade-forex/fxtrade/historical-data It appears that you need to log in to see the relevant restrictions but I have included them here for people ...


1

Intraday data on FX markets are not publicly available. I can only recommend a paid source where you may eventually ask for a student trial: http://thomsonreuters.com/en/products-services/financial/quantitative-research-and-trading/tick-history.html



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