STRASMORE/EXPLORE 3,293 QUERIES

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.

as of ranking 6×3read in context →
beta_table — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
tickerbeta_vs_spyr_squared
TSLA2.250.35
NVDA2.040.45
AAPL1.050.36
MSFT0.970.32
KO0.020
JNJ00
Rows × columns
6 × 3
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for beta_table, derived from the stored result.
ColumnTypeRangeNotes
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
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