beta_table
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-10-16, from what-is-stock-beta.
| ticker | beta_vs_spy | r_squared |
|---|---|---|
| TSLA | 2.25 | 0.35 |
| NVDA | 2.04 | 0.45 |
| AAPL | 1.05 | 0.36 |
| MSFT | 0.97 | 0.32 |
| KO | 0.02 | 0 |
| JNJ | 0 | 0 |
- Rows × columns
- 6 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 6 distinct values (AAPL, JNJ, KO…) | |
beta_vs_spy |
number | 0 to 2.25 | |
r_squared |
number | 0 to 0.45 |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
WITH
daily AS
(
SELECT
ticker,
date,
toFloat64(close) AS px,
lagInFrame(toFloat64(close)) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS prev_px
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'TSLA', 'KO', 'JNJ')
AND date >= '2023-10-01'
AND date <= '2026-09-30'
),
rets AS
(
SELECT ticker, date, px / prev_px - 1 AS ret
FROM daily
WHERE prev_px > 0
)
SELECT
s.ticker AS ticker,
round(covarPop(s.ret, m.ret) / varPop(m.ret), 2) AS beta_vs_spy,
round(pow(corr(s.ret, m.ret), 2), 2) AS r_squared
FROM rets AS s
INNER JOIN (SELECT date, ret FROM rets WHERE ticker = 'SPY') AS m ON s.date = m.date
WHERE s.ticker != 'SPY'
GROUP BY ticker
ORDER BY beta_vs_spy DESC
Gamitin ang datos na ito sa iyong AI assistant
Bubukas nang handang mag-query, kasama ang datos ng pahinang ito. Libre, walang account.