How To Calculate Beta on Excel - Linear Regression & Slope Tool

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  • Опубліковано 12 вер 2024

КОМЕНТАРІ • 213

  • @NateOBrien
    @NateOBrien  7 років тому +9

    Let me know if you have any future video requests!

    • @JM-oy8gz
      @JM-oy8gz 7 років тому

      CAPITAL SOLUTIONS this is jonathan man what's up!!!

    • @rayanamir6565
      @rayanamir6565 7 років тому

      do a video on how and where to buy dividend stocks of a company

    • @matthewmajorweenus6212
      @matthewmajorweenus6212 7 років тому

      CAPITAL SOLUTIONS use ad block lol

  • @clickbaitpolice9792
    @clickbaitpolice9792 5 років тому +21

    you're a king mate. plain and simple. you have no idea how much this has helped me. was honestly having a melt down with my dissertation. subbed and liked. i'll forever support you. thank you so much

  • @111Gtfo
    @111Gtfo 3 роки тому +14

    GOD BLESS YOU, THANK YOU I NEEDED THIS FOR MY HW

  • @yiminhuang4183
    @yiminhuang4183 5 років тому +7

    Hey Nata, correct me if I'm wrong. In my opinion, instead of using the return of each stock, excess return is the appropriate input, which derived by stock return minus risk-free rate.

  • @wongsathornsereephap3172
    @wongsathornsereephap3172 4 роки тому +9

    Thanks, This is exactly what I've been looking for. Absolutely great video. Direct answer to my question and time saving. what a good one . Highly Appreciated

  • @elonmuskrat9244
    @elonmuskrat9244 3 роки тому +3

    helpful vid man. im just getting exposed to regression analysis in my MS Finance class right now.....was never taught it in undergrad many yrs ago. Very helpful Nate.

  • @oxroy
    @oxroy 3 роки тому +2

    I was just casually watching this vid learning stuff and this video was made by Nate ? what ? u made these kind of video back then ? lol amazing

  • @EnlightJen
    @EnlightJen 4 роки тому +2

    You have no idea how helpful this was when I was ready to cry trying to calculate the beta regression for my WACC analysis! Thank you! Thank you!

  • @berrylondon1
    @berrylondon1 3 роки тому +1

    Nate, you are so darn smart I could hug right now. The real MVP

  • @tasity1041
    @tasity1041 3 роки тому +2

    Hey, I am so grateful I managed to calculate my beta. Thank you the tutorial was very clear to understand and your explanation is very organized. Bless you.

  • @cindywise8777
    @cindywise8777 3 роки тому

    This video is saving my whole life right now!! PERFECT! Breaks it down in a common language, step by step!! PERFECT! Thank you so much!

  • @codyolivotto2893
    @codyolivotto2893 2 роки тому

    Whenever I take a break from using excel, I always come back to this video for a quick and concise refresher. Thank you!

  • @hytwins1407
    @hytwins1407 3 роки тому

    May I ask can I use multiple stocks for estimating the Beta?

  • @oscardleon6976
    @oscardleon6976 3 роки тому +1

    Holy crap I learned all this in college and I’m so excited to use it as a new tool for investing

  • @ZzVOL
    @ZzVOL 2 роки тому

    awesome video! I had no idea how to begin this type of assignment. You explained everything very clearly and I got a better understanding of the two ways to find beta. thanks!

  • @vl9496
    @vl9496 Рік тому +1

    This is so helpful. Thank you!

  • @shyamamukherjee5324
    @shyamamukherjee5324 2 роки тому

    Excellent Briefing. Worth watching the video. Grateful for understanding the calculation of R square and Regression

  • @meaningis
    @meaningis Рік тому

    Concise and genuine help. Big thank you. You will be blessed..!

  • @XiaominZhan
    @XiaominZhan 5 місяців тому

    Very helpful!!! Thanks for share it!!

  • @nehajoshi2214
    @nehajoshi2214 3 роки тому

    Thanks a ton. This is the simplest explanation I found on youtube

  • @pumezankenkana2719
    @pumezankenkana2719 5 місяців тому

    This video is really helpful!

  • @SuperAwesomeEdits
    @SuperAwesomeEdits 4 роки тому +5

    Thanks man, helped me with the Linear Regression :)
    Though I am handling an excel with roughly 50 sheets so I use COVARIANCE.P(stock;index)/VAR.P(index) to count my betas. It should be all the same I guess.

    • @SuperAwesomeEdits
      @SuperAwesomeEdits 3 роки тому

      @@neilcarvalho8349 too busy making Excels mans hahaha

  • @lokoluta
    @lokoluta 2 роки тому

    thank you, u made my life easier

  • @Back.too90s
    @Back.too90s 3 роки тому +3

    Super simplified, easy to understand and follow. Great video!

  • @nilzomanjate321
    @nilzomanjate321 3 роки тому

    4year later your video saved my day. Thanks.

  • @alextian3147
    @alextian3147 6 місяців тому

    You just saved me . Thank you soo much

  • @njabulomasina4180
    @njabulomasina4180 5 років тому +14

    Why can't you just use cov(Rp, Rm) /Var(Rm)

    • @nicoherrig5002
      @nicoherrig5002 4 роки тому

      also possible but takes more time, your formula is basically the same for calculation ß1 in a Regression Analysis

    • @HelLo-dl4ne
      @HelLo-dl4ne 3 роки тому

      slope is fasted way, then cov/var then regression

  • @johnpradeepkumar7065
    @johnpradeepkumar7065 4 роки тому

    Thank you so much. It was very simple and clear. I learnt it. Thank you again.

  • @rookmeeneeseesurn1087
    @rookmeeneeseesurn1087 3 роки тому

    oh very interesting thank you Nate help a lot & I always like your simplicity.

  • @Ecst3r
    @Ecst3r 2 роки тому

    Thanks for the quick and clear explanation! Really helpful.

  • @ki-wo5fb
    @ki-wo5fb Рік тому

    Thank you so much for this amazing video! So concise and informative.

  • @sehanathukorala4537
    @sehanathukorala4537 10 місяців тому

    Actually, your explanation is good.

  • @diegocaizatoa2977
    @diegocaizatoa2977 3 роки тому

    Dude u r awesome! I found the p value with this way. Greetings from Chile!

  • @SuperNeilOBrien
    @SuperNeilOBrien 4 роки тому

    Hey Nate! I really liked watching this very informative video!

  • @adityajadhav7725
    @adityajadhav7725 2 роки тому

    Thank you very very much !!!!! This video was of a great help

  • @danyalahmed3381
    @danyalahmed3381 3 роки тому

    this video really helped me in my exam thank you sir

  • @edmarmagalhaesrocha1507
    @edmarmagalhaesrocha1507 3 роки тому

    Thank you! Very helpful, you have excellent teaching skills.

  • @kidpreneurplace.2712
    @kidpreneurplace.2712 4 роки тому

    Super helpful & a life saver bro. Many thanks!

  • @nodircleverguy8225
    @nodircleverguy8225 3 роки тому

    Very clear explanation, thanks a lot

  • @johnnymac4052
    @johnnymac4052 4 роки тому

    Thanks bro. This was super helpful. You made it relatable and simple to follow!
    Sub’ed

  • @rahmatbaskara9046
    @rahmatbaskara9046 4 роки тому

    thanks you for your simple explanation mate. It's easy to understand 👌

  • @debatememe4638
    @debatememe4638 3 роки тому

    Thanks so much! Very easy to understand.

  • @zubairqureshi3301
    @zubairqureshi3301 3 роки тому

    Thanks man ☺️ you made my life easy

  • @Grace-en9zu
    @Grace-en9zu 2 роки тому

    Thanks! Very clear instruction!

  • @venkateswarraotheegala5514
    @venkateswarraotheegala5514 Рік тому

    Thank you very much. Good explanation.

  • @Kadak_Chai
    @Kadak_Chai Рік тому

    Thanks for sharing.

  • @ethanmarshall2957
    @ethanmarshall2957 2 роки тому

    Thank you for making this

  • @benmyriam5070
    @benmyriam5070 Рік тому

    YOU SAVED MY ASS ! - thank you so much

  • @chirayuvyas4393
    @chirayuvyas4393 3 роки тому

    New to this. Quality of video is quite good :)

  • @jacoblong3726
    @jacoblong3726 6 років тому

    Big thanks, been a life saver tutorial for my Master's dissertation!!

    • @NateOBrien
      @NateOBrien  6 років тому +1

      It makes me so happy to hear that someone has benefited from my video! Thank you for watching and good luck!

  • @herminefanyan
    @herminefanyan Рік тому

    Thank you very much!

  • @anvarjonamrilloev7098
    @anvarjonamrilloev7098 4 роки тому

    Fast and easy! Thank man.

  • @sunflower-mr5nj
    @sunflower-mr5nj 4 роки тому

    excellent teaching!

  • @mrmoe5272
    @mrmoe5272 3 роки тому

    You are a hero.Thanks a million

  • @aniketgokarn3941
    @aniketgokarn3941 3 роки тому

    Thank you for the detailed explanation, can you also share how to find the betas for multiple regression, or what are those more than 1 betas (b1,b2,b3,b4......) how those other betas are calculated.?

  • @julioacvdo827
    @julioacvdo827 3 роки тому

    Hi Nate, I like the way you explain, and I would like to see if you can give me some advice, I am 15 years old and I want to study finance, what can you recommend me personally?

  • @kelvinmathew7577
    @kelvinmathew7577 Рік тому

    Legend Mate. Thank you.

  • @e505mp95
    @e505mp95 4 роки тому

    Excellent, Excellent Video!!! You save my life!!! :P

  • @gangstacpa
    @gangstacpa 3 роки тому

    Thank you so much for this. I sooooooooo appreciate it!!!

  • @mahinahmed2316
    @mahinahmed2316 4 роки тому

    u have saved me from a ton of trouble...I Love u bro

  • @elizabethkocov
    @elizabethkocov 6 років тому +2

    This saved my life! thank you

    • @NateOBrien
      @NateOBrien  5 років тому

      Thanks for checking out the video Liz, glad you found it helpful!

  • @swissmade751
    @swissmade751 4 роки тому +2

    Hey Nate may I ask why you didn't subtract the risk-free rate from the return? Thanks for the video!

    • @nakuldd
      @nakuldd 4 роки тому +1

      The slope i.e. beta won't change even if you subtract the risk free return from both Apple and S&P's return(Assuming the risk free rate hasn't changed over the period). As long as all X's are changed by the same amount in the same direction, and/or all the Y's are changed by the same amount in the same direction, the slope of the line does not change. Hence the beta would be the same.

  • @kimberlynolen3814
    @kimberlynolen3814 4 роки тому

    Thank you thank you, helped me so much!!

  • @SHASHISINGH-tt7by
    @SHASHISINGH-tt7by 2 роки тому

    can you explain the beta chart & explain how good the portfolio is

  • @samuelkibebe5109
    @samuelkibebe5109 2 роки тому

    This is great!!!Thank you

  • @DeathAngel1998
    @DeathAngel1998 5 років тому +1

    You saved my life, thank you so much!!!

  • @saviojardim1244
    @saviojardim1244 5 місяців тому

    Legend bro

  • @user-um4xg4wq1h
    @user-um4xg4wq1h 2 роки тому

    really helpful!!

  • @stamatouvable
    @stamatouvable 5 років тому +1

    you are a legend. thank you

  • @sonu9435
    @sonu9435 4 роки тому

    My savior! thanks man

  • @mohd.omairkhan9584
    @mohd.omairkhan9584 4 роки тому

    Thanks Nate!

  • @AlekNo95
    @AlekNo95 3 роки тому

    Beautiful, thank you kind sir.

  • @KostasBastas_dean
    @KostasBastas_dean 6 років тому

    That was perfect, thx a lot Nate!

    • @NateOBrien
      @NateOBrien  6 років тому

      Glad I was able to help! Thanks for watching!

  • @rishirajsengupta52
    @rishirajsengupta52 4 роки тому

    Awesome !! Thanks. I just had to do some data cleaning before regressing them as missing values were detected by Linest()

  • @tscoms5472
    @tscoms5472 5 років тому

    This video saved my life thank you

    • @NateOBrien
      @NateOBrien  5 років тому

      Glad it helped!!!! Makes me happy!

  • @lisaa4484
    @lisaa4484 4 роки тому

    So helpful, thank you!

  • @rishiarya4104
    @rishiarya4104 2 роки тому

    Thanks bro

  • @sebnemkaya9958
    @sebnemkaya9958 3 роки тому

    Hi, Thank you for the video! it helped me a lot. I just want to ask how can we add the adjusted betas ?

  • @magnes1410
    @magnes1410 3 роки тому

    You can also use "LINEST" to calculate Beta. And also, shouldn't you be using logarithmic rates of return?

  • @siarsekandari3275
    @siarsekandari3275 5 років тому

    REALLY HELPFUL!!!!

  • @xxdoby7112
    @xxdoby7112 5 років тому +2

    why can't i find historical data at S&P Futures???? help me

  • @affigal5
    @affigal5 2 роки тому

    Great explaination! Can I do the same with S&P500 sectors, instead of a single company?

  • @jasonmxx
    @jasonmxx 5 років тому +1

    is this levered or unlevered beta? thank you

  • @MrTwiddleFish
    @MrTwiddleFish 4 роки тому

    Very helpful if doing a master!

  • @SP-bm9vq
    @SP-bm9vq 5 років тому

    Hey thanks super helpful

    • @NateOBrien
      @NateOBrien  5 років тому

      Thanks! Glad to see someone found it useful!

  • @lukas4132
    @lukas4132 2 роки тому

    Cool video

  • @GregoryABent
    @GregoryABent 4 роки тому

    Thank you!

  • @joshuaseymour914
    @joshuaseymour914 5 років тому

    thank you very useful

  • @qingjunyap3791
    @qingjunyap3791 3 роки тому

    thanks bro, but can you provide the next step to calculate the CAPM model using these data?

  • @teresasoromenho6636
    @teresasoromenho6636 4 роки тому

    YOU ARE MY HERO

  • @malakai0321
    @malakai0321 3 роки тому +1

    How can I download the historical data for the S&P 500 ? It does not give me the download option.

  • @83Mangesh
    @83Mangesh 6 років тому

    Hi sir this is realy helpfull pls show how to calculate daily beta value for intraday trading

  • @jiyaozeng2999
    @jiyaozeng2999 2 роки тому

    Pls tell me why u don't include dividend into Apple's return? Thanks a lot, kina urgent for my assignment😭

  • @ulugbekkodirov1788
    @ulugbekkodirov1788 3 роки тому

    Hi! you only considered stock, what if in my portfolio I chose some stocks, commodities, bonds ; Should I find beta for all of them? If yes then how should I find overall one final beta? Thanks for your answer in advance

  • @matthewanderson7779
    @matthewanderson7779 2 роки тому

    I got different answers for beta when using slope as well as when using var and covar

  • @rennfan-grace
    @rennfan-grace 2 роки тому

    Do you do S and P for each firm? so I have to do Ford, Dell and Kroger

  • @mustafaaslam617
    @mustafaaslam617 4 місяці тому

    Are you still taking on more questions on this topic ?

  • @PrashantWanderer
    @PrashantWanderer 5 років тому

    We could use log of return instead of return to calculate beta!

  • @alokwaterunderhill2081
    @alokwaterunderhill2081 5 років тому

    helpful video 👍

  • @dylanvandeneinde2547
    @dylanvandeneinde2547 4 роки тому

    Excellent video. Concise and informative. Quick question though: Would alpha be the intercept under coefficients?