Beta Coefficient Calculator

Price data for this calculator was obtained from finance.yahoo.com

At present, what you're looking at are the monthly close prices for Noble Group, a Singapore based commodities and minerals

Date Stock Monthly Price (Close) Index Monthly Price (Close) Stock Returns
5/2/2008 2.4 3236.1 7.62%
4/1/2008 2.23 3147.79 1.36%
3/3/2008 2.2 3007.36 -1.79%
2/1/2008 2.24 3026.45 28.00%
1/2/2008 1.75 2981.75 -27.98%
12/3/2007 2.43 3482.3 9.46%
11/1/2007 2.22 3521.27 -5.93%
10/1/2007 2.36 3805.7 8.76%
9/3/2007 2.17 3706.23 29.94%
8/1/2007 1.67 3392.91 -1.76%
7/2/2007 1.7 3547.66 -1.16%
6/1/2007 1.72 3548.2 17.81%
5/1/2007 1.46 3511.13 -8.18%
4/2/2007 1.59 3361.29 6.00%
3/1/2007 1.5 3231.24 10.29%
2/1/2007 1.36 3104.15 25.93%
1/1/2007 1.08 3125.56 -1.82%
12/1/2006 1.1 2985.83 1.85%
11/1/2006 1.08 2838.53 -6.90%
10/2/2006 1.16 2701.75 11.54%
9/1/2006 1.04 2568.86 -3.70%
8/1/2006 1.08 2482.39 -7.69%
7/3/2006 1.17 2445.43 7.34%
6/1/2006 1.09 2435.39 7.92%
5/1/2006 1.01 2383.87 -23.48%
4/3/2006 1.32 2610.71 7.32%
3/1/2006 1.23 2533.4 0.82%
2/1/2006 1.22 2481.96 -6.15%
1/2/2006 1.3 2412.08 1.56%
12/1/2005 1.28 2347.34 -5.19%
11/1/2005 1.35 2300.25 -12.34%
10/3/2005 1.54 2216.77 -3.14%
9/1/2005 1.59 2305.14 10.42%
8/1/2005 1.44 2275.43 0.70%
7/1/2005 1.43 2352.56 -1.38%
6/1/2005 1.45 2212.66 -2.03%
5/2/2005 1.48 2161.77 0.68%
4/1/2005 1.47 2125.25 1.38%
3/1/2005 1.45 2141.43 -18.54%
 2/1/2005 1.78 2119.4 17.11%
1/3/2005 1.52 2096.32 4.83%
12/1/2004 1.45 2066.14 -2.03%
11/1/2004 1.48 2027.66 37.04%
10/1/2004 1.08 1980.69 -6.90%
9/1/2004 1.16 1984.74 17.17%
8/2/2004 0.99 1918.34 4.21%
7/1/2004 0.95 1891.71 1.06%
6/8/2004 0.94 1838 #DIV/0!
 Beta Coefficient Calculator

a Singapore based commodities and minerals trading house and the Straits times index from JUNE 2004 to MAY 2008.

Market Index Returns. Risk Free Rate of Return Excess Stock Returns Excess Market Returns
2.81% 3.00% 4.62% -0.19%
4.67% 3.00% -1.64% 1.67%
-0.63% 3.00% -4.79% -3.63%
1.50% 3.00% 25.00% -1.50%
-14.37% 3.00% -30.98% -17.37%
-1.11% 3.00% 6.46% -4.11%
-7.47% 3.00% -8.93% -10.47%
2.68% 3.00% 5.76% -0.32%
9.23% 3.00% 26.94% 6.23%
-4.36% 3.00% -4.76% -7.36%
-0.02% 3.00% -4.16% -3.02%
1.06% 3.00% 14.81% -1.94%
4.46% 3.00% -11.18% 1.46%
4.02% 3.00% 3.00% 1.02%
4.09% 3.00% 7.29% 1.09%
-0.68% 3.00% 22.93% -3.68%
4.68% 3.00% -4.82% 1.68%
5.19% 3.00% -1.15% 2.19%
5.06% 3.00% -9.90% 2.06%
5.17% 3.00% 8.54% 2.17%
3.48% 3.00% -6.70% 0.48%
1.51% 3.00% -10.69% -1.49%
0.41% 3.00% 4.34% -2.59%
2.16% 3.00% 4.92% -0.84%
-8.69% 3.00% -26.48% -11.69%
3.05% 3.00% 4.32% 0.05%
2.07% 3.00% -2.18% -0.93%
2.90% 3.00% -9.15% -0.10%
2.76% 3.00% -1.44% -0.24%
2.05% 3.00% -8.19% -0.95%
3.77% 3.00% -15.34% 0.77%
-3.83% 3.00% -6.14% -6.83%
1.31% 3.00% 7.42% -1.69%
-3.28% 3.00% -2.30% -6.28%
6.32% 3.00% -4.38% 3.32%
2.35% 3.00% -5.03% -0.65%
1.72% 3.00% -2.32% -1.28%
-0.76% 3.00% -1.62% -3.76%
1.04% 3.00% -21.54% -1.96%
 1.10% 3.00% 14.11% -1.90%
1.46% 3.00% 1.83% -1.54%
1.90% 3.00% -5.03% -1.10%
2.37% 3.00% 34.04% -0.63%
-0.20% 3.00% -9.90% -3.20%
3.46% 3.00% 14.17% 0.46%
1.41% 3.00% 1.21% -1.59%
2.92% 3.00% -1.94% -0.08%
#DIV/0! 3.00% #DIV/0! #DIV/0!
to MAY 2008.

Beta Coefficient
1.388205332