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

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

Рет қаралды 321,726

Nate O'Brien

Күн бұрын

Пікірлер: 213

@NateOBrien 7 жыл бұрын

Let me know if you have any future video requests!

@JM-oy8gz 7 жыл бұрын

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

@rayanamir6565 7 жыл бұрын

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

@matthewmajorweenus6212 7 жыл бұрын

CAPITAL SOLUTIONS use ad block lol

@clickbaitpolice9792 5 жыл бұрын

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 3 жыл бұрын

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

@NateOBrien 3 жыл бұрын

Good luck

@elonmuskrat9244 3 жыл бұрын

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 3 жыл бұрын

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

@berrylondon1 3 жыл бұрын

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

@NateOBrien 3 жыл бұрын

Thanks!

@yiminhuang4183 5 жыл бұрын

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.

@oscardleon6976 3 жыл бұрын

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

@EnlightJen 4 жыл бұрын

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!

@wongsathornsereephap3172 4 жыл бұрын

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

@tasity1041 3 жыл бұрын

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.

@codyolivotto2893 2 жыл бұрын

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

@cindywise8777 3 жыл бұрын

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!

@nilzomanjate321 3 жыл бұрын

4year later your video saved my day. Thanks.

@duytran-hg4cl 3 жыл бұрын

me too bro

@vl9496 Жыл бұрын

This is so helpful. Thank you!

@lokoluta 2 жыл бұрын

thank you, u made my life easier

@nehajoshi2214 2 жыл бұрын

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

@ZzVOL 2 жыл бұрын

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!

@meaningis Жыл бұрын

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

@shyamamukherjee5324 2 жыл бұрын

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

@sehanathukorala4537 9 ай бұрын

Actually, your explanation is good.

@pumezankenkana2719 5 ай бұрын

This video is really helpful!

@XiaominZhan 4 ай бұрын

Very helpful!!! Thanks for share it!!

@SuperAwesomeEdits 4 жыл бұрын

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 3 жыл бұрын

@@neilcarvalho8349 too busy making Excels mans hahaha

@alextian3147 5 ай бұрын

You just saved me . Thank you soo much

@njabulomasina4180 5 жыл бұрын

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

@nicoherrig5002 4 жыл бұрын

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

@HelLo-dl4ne 3 жыл бұрын

slope is fasted way, then cov/var then regression

@Back.too90s 3 жыл бұрын

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

@danyalahmed3381 3 жыл бұрын

this video really helped me in my exam thank you sir

@Ecst3r 2 жыл бұрын

Thanks for the quick and clear explanation! Really helpful.

@johnpradeepkumar7065 4 жыл бұрын

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

@ki-wo5fb Жыл бұрын

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

@rookmeeneeseesurn1087 3 жыл бұрын

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

@diegocaizatoa2977 3 жыл бұрын

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

@edmarmagalhaesrocha1507 3 жыл бұрын

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

@nodircleverguy8225 3 жыл бұрын

Very clear explanation, thanks a lot

@benmyriam5070 Жыл бұрын

YOU SAVED MY ASS ! - thank you so much

@kidpreneurplace.2712 4 жыл бұрын

Super helpful & a life saver bro. Many thanks!

@Grace-en9zu 2 жыл бұрын

Thanks! Very clear instruction!

@Kadak_Chai Жыл бұрын

Thanks for sharing.

@zubairqureshi3301 3 жыл бұрын

Thanks man ☺️ you made my life easy

@debatememe4638 3 жыл бұрын

Thanks so much! Very easy to understand.

@rahmatbaskara9046 4 жыл бұрын

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

@johnnymac4052 4 жыл бұрын

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

@mahinahmed2316 4 жыл бұрын

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

@venkateswarraotheegala5514 Жыл бұрын

Thank you very much. Good explanation.

@SuperNeilOBrien 4 жыл бұрын

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

@adityajadhav7725 2 жыл бұрын

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

@jacoblong3726 6 жыл бұрын

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

@NateOBrien 6 жыл бұрын

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

@herminefanyan Жыл бұрын

Thank you very much!

@ethanmarshall2957 2 жыл бұрын

Thank you for making this

@chirayuvyas4393 3 жыл бұрын

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

@anvarjonamrilloev7098 4 жыл бұрын

Fast and easy! Thank man.

@aniketgokarn3941 3 жыл бұрын

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.?

@sunflower-mr5nj 4 жыл бұрын

excellent teaching!

@rishirajsengupta52 4 жыл бұрын

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

@DeathAngel1998 4 жыл бұрын

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

@elizabethkocov 5 жыл бұрын

This saved my life! thank you

@NateOBrien 5 жыл бұрын

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

@mrmoe5272 3 жыл бұрын

You are a hero.Thanks a million

@kelvinmathew7577 Жыл бұрын

Legend Mate. Thank you.

@saviojardim1244 4 ай бұрын

Legend bro

@e505mp95 3 жыл бұрын

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

@hytwins1407 3 жыл бұрын

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

@stamatouvable 5 жыл бұрын

you are a legend. thank you

@swissmade751 4 жыл бұрын

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

@nakuldd 4 жыл бұрын

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.

@SHASHISINGH-tt7by 2 жыл бұрын

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

@gangstacpa 3 жыл бұрын

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

@kimberlynolen3814 4 жыл бұрын

Thank you thank you, helped me so much!!

@AlekNo95 3 жыл бұрын

Beautiful, thank you kind sir.

@sonu9435 4 жыл бұрын

My savior! thanks man

@xxdoby7112 5 жыл бұрын

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

@samuelkibebe5109 2 жыл бұрын

This is great!!!Thank you

@rishiarya4104 2 жыл бұрын

Thanks bro

@mohd.omairkhan9584 4 жыл бұрын

Thanks Nate!

@sebnemkaya9958 3 жыл бұрын

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

@tscoms5472 5 жыл бұрын

This video saved my life thank you

@NateOBrien 5 жыл бұрын

Glad it helped!!!! Makes me happy!

@julioacvdo827 3 жыл бұрын

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?

@matthewanderson7779 2 жыл бұрын

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

@lisaa4484 4 жыл бұрын

So helpful, thank you!

@user-um4xg4wq1h 2 жыл бұрын

really helpful!!

@qingjunyap3791 3 жыл бұрын

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

@volhavakulchyk1324 3 жыл бұрын

Thank you so much!

@magnes1410 3 жыл бұрын

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

@MrTwiddleFish 4 жыл бұрын

Very helpful if doing a master!

@malakai0321 3 жыл бұрын

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

@83Mangesh 6 жыл бұрын

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

@teresasoromenho6636 4 жыл бұрын

YOU ARE MY HERO

@lukas4132 2 жыл бұрын

Cool video

@affigal5 2 жыл бұрын

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

@GregoryABent 4 жыл бұрын

Thank you!

@KostasBastas_dean 6 жыл бұрын

That was perfect, thx a lot Nate!

@NateOBrien 6 жыл бұрын

Glad I was able to help! Thanks for watching!

@everorue8622 4 жыл бұрын

Gracias!!!!!!!!!!!!!!!!!!!!! Desde Perú.

@GomaxG Жыл бұрын

Great video👍, but you made a little mistake there. Return = (Price Today/Price Yesterday) -1 (With no Coupons or the like).

@joshuaseymour914 5 жыл бұрын

thank you very useful

@jiyaozeng2999 2 жыл бұрын

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

@Ivailosuccess 3 жыл бұрын

Hello, thanks for the explanation of beta. Can you explane how to calculate this formula: ERi=Rf+βi(ERm−Rf) where: ERi = expected return of investment Rf = risk-free rate βi = beta of the investment (ERm−Rf) = market risk premium with simple steps for simple peoples like me Thanks, Ivo

@xs6819 Жыл бұрын

Can you explain what beta actually is and can this be graphed throughout the duration

@siarsekandari3275 5 жыл бұрын

REALLY HELPFUL!!!!

@PrashantWanderer 5 жыл бұрын

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

@MW-ki5qi 11 ай бұрын

Isn't beta actually the standardized coefficient that you can compare as a effect size across different models? It seems to me that what you print out is b (the unstandardized) coefficient? Can you help me understand this?