Locating data for the Capstone Beta exercise

DataStream is available for Haas Business School students and faculty only in the reference area of the Long Business Library.

To get started from the desktop window, click on the DataStream Advance icon:

You will be gathering three statistics to run your beta on your company-- the RI (Total Return Index) stock price for your company, the S&P 500 Composite Index, and the U.S. T-Bill 3 month rate.  Below are screen shots from Datastream that show you each of the elements that you need to set to obtain this data and export it to Excel.

Please note that the numbers used in these directions correspond to the numbers on the examples.

Otaining your RI stock price:

  1. Click on the datatype "Equity".
  2. Type in the name of your company.
  3. Select the chart and "Times Series Data" options.
  4. Pick a frequency for your data (daily, weekly, monthly, etc).
  5. Choose the time period that you want to cover.  Your can either select a range or use a negative (-) time period to find data going back X amount of time from today's date.
  6. Set the datatype to "RI". Note that you may have to scroll around to find this datatype.
  7. Click on Run Now.
  8. After the data appears, click on the export to Excel icon, and the information will automatically be placed in an Excel spreadsheet.

You may get two error messages like the ones appearing below. Click on Yes and OK to complete the transfer to Excel.

You will now have an unformatted excel file that looks like this:

Obtaining the S&P 500 Data

Return to the DataStream screen. (To get back to DataStream move the cursor to the bottom of the screen and click on the Advance icon when it appears on the task bar.)

As shown below, you now are going to obtain the S&P 500 Composite Index for the same period of time. You will leave most of the settings that you used to find the RI return on your stock the same, but change the type of data that you are obtaining from equity information to stock index data:

  1. Click on the Index tab.
  2. Type in S&P 500 Composite
  3. Click on Run Now
  4. Double click on the "B" on top of the B column to highlight/select it.
  5. Use your right mouse button to open a menu box and click on copy.

Now you'll go back to your spreadsheet and paste in the data that you just copied. (To get back to your Excel program move the cursor to the bottom of the screen and click on the Excel icon when it appears on the task bar.)

  1. Double click on the top of the next empty column, C in this case
  2. Click on your right mouse button and choose paste (not shown)
  3. When the error message below shows, click on OK

Your spreadsheet will look like this:

Obtaining 3 Month T-bill Rates

Next you'll return to DataStream and acquire the last element, the U.S. 3 month t-bill information:

  1. Click on the little scroll square. This button doesn't look like it, but it is used to scroll down the data selection box to expose more options.
  2. Click on the Int.Rate tab.
  3. Type in us treasury bill 3 month.
  4. Click on Run Now.
  5. Double click on the B column to highlight/select it.
  6. Use your right mouse button to open a menu box and click on copy.

As with the S&P Index data, you will now go back to you spread sheet and paste in the T-bill information. Follow the same steps outlined above.

Once you have this last column of data pasted into your spread sheet, you can format the information so it properly fits into the cells:

  1. Highlight the A, B, C, and D columns by clicking on each letter while holding down your Shift key.
  2. Click on the Format menu option.
  3. Click on Autoformat

When the table format box opens, just click on OK.

You will then obtain a spread sheet like the one below. This file can be saved on a floppy or to your H drive.