Stock BETA and Stock Option BETA list

Is there any website where I can get the Stock BETA and Stock Option BETA list. Please share if anyone is awre of it.

Thank you.

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@Risk.Money has recently implemented a module to calculate individual and portfolio Beta Risk and Hedge with NIFTY Future on Holdings.

Regarding Stock BETA -

Yeah … You can use this for your holdings beta -

Risk Dashboard > Identify > Beta Risk

And I was exactly where you are 3-4 days ago. Finding beta of stocks is really hard. So to help others who in the same exploration mode -

  1. GoogleFinance SpreadSheet has a function beta and it works for all the stocks in the world except for indian stocks due to some strange reason.
  2. MoneyControl will not have it.
  3. NSE does not have a complete list but it does publish beta for its 50 index constituents.

One place where I did find beta was Reuters - https://in.reuters.com/finance/stocks/overview/DLF.NS

But I didn’t find it reliable and it wasn’t matching the one published by NSE.

The one I am calculating in the app is correct and matches NSE which is precisely based on 1 year daily data. I will soon have a “Data Miner Module” to help people with such key details on a stock specific basis.

Regarding Stock Option BETA … I don’t think thats the right word … if so … please elaborate. :slight_smile:

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@Risk.Money, thank you for your elaborate response. BETA of a stock indicates how much a stock may move w.r.t movement of the index, with regards to Stock Option BETA what I meant was how much an option can move vis-a-vis the price of the underlying.

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Absolutely right.

Yup … I thought so. Your understanding is correct … It is just that in case of OPTIONs, it is usually referred to as DELTA which is part of option greeks. You can find the same herein -

Risk Dashboard > Identify > Option Greeks

Cheers!

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which app is this?

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Risk - Strategize Your Trades

You can do it yourself and check the beta as per any period You want.

Do

from nsepython import *

for x in fnolist():
    try:
        print(x+" : "+str(get_beta(x,255)))
    except:
        pass

Here is output of today morning -

MPHASIS 	0.754
LTTS 	0.661
WIPRO 	0.601
MINDTREE 	0.594
TCS 	0.501
NAUKRI 	0.497
TVSMOTOR 	0.436
LTI 	0.426
VEDL 	0.365
IRCTC 	0.345
GUJGASLTD 	0.339
HCLTECH 	0.314
NMDC 	0.289
SUNTV 	0.286
AUBANK 	0.275
LALPATHLAB 	0.275
AMBUJACEM 	0.265
VOLTAS 	0.255
GODREJPROP 	0.252
NAM-INDIA 	0.249
TITAN 	0.247
GAIL 	0.235
NATIONALUM 	0.231
PIDILITIND 	0.222
ESCORTS 	0.213
SIEMENS 	0.211
COALINDIA 	0.207
MUTHOOTFIN 	0.197
CIPLA 	0.187
RELIANCE 	0.185
MGL 	0.18
DRREDDY 	0.173
HDFCAMC 	0.172
DEEPAKNTR 	0.171
HINDPETRO 	0.155
AMARAJABAT 	0.153
CONCOR 	0.139
INFY 	0.135
SHREECEM 	0.124
TECHM 	0.121
EICHERMOT 	0.118
BERGEPAINT 	0.112
BPCL 	0.098
BOSCHLTD 	0.096
BEL 	0.091
ULTRACEMCO 	0.089
COLPAL 	0.083
CADILAHC 	0.068
APLLTD 	0.065
BRITANNIA 	0.057
BANDHANBNK 	0.054
MANAPPURAM 	0.05
DIVISLAB 	0.047
HINDALCO 	0.047
ACC 	0.041
TATASTEEL 	0.041
BATAINDIA 	0.039
EXIDEIND 	0.038
GRASIM 	0.027
TORNTPOWER 	0.024
JUBLFOOD 	0.02
HDFCBANK 	0.019
NESTLEIND 	0.015
AUROPHARMA 	0.013
PVR 	0.012
GLENMARK 	0.01
APOLLOHOSP 	0.009
IGL 	0.008
PETRONET 	0.006
GRANULES 	-0.001
ADANIPORTS 	-0.004
UBL 	-0.012
DLF 	-0.013
PAGEIND 	-0.016
NTPC 	-0.016
ONGC 	-0.017
TATACHEM 	-0.019
BIOCON 	-0.022
RAMCOCEM 	-0.024
HINDUNILVR 	-0.029
ZEEL 	-0.03
LUPIN 	-0.03
KOTAKBANK 	-0.033
INDUSTOWER 	-0.034
TORNTPHARM 	-0.038
CUMMINSIND 	-0.038
APOLLOTYRE 	-0.053
MRF 	-0.054
UPL 	-0.058
SAIL 	-0.06
ALKEM 	-0.06
DABUR 	-0.064
BHARATFORG 	-0.067
PFIZER 	-0.071
PIIND 	-0.076
BAJAJFINSV 	-0.08
TATAPOWER 	-0.088
MOTHERSUMI 	-0.095
HAVELLS 	-0.097
SRTRANSFIN 	-0.099
TATAMOTORS 	-0.102
TRENT 	-0.104
LICHSGFIN 	-0.106
MFSL 	-0.109
ASHOKLEY 	-0.111
SUNPHARMA 	-0.112
HEROMOTOCO 	-0.115
BALKRISIND 	-0.116
ASIANPAINT 	-0.129
CHOLAFIN 	-0.135
MARICO 	-0.14
LT 	-0.142
ICICIPRULI 	-0.143
HDFC 	-0.146
JINDALSTEL 	-0.149
SBIN 	-0.151
CUB 	-0.162
AXISBANK 	-0.162
POWERGRID 	-0.166
BAJAJ-AUTO 	-0.17
MCDOWELL-N 	-0.175
INDUSINDBK 	-0.199
INDIGO 	-0.2
ICICIBANK 	-0.206
JSWSTEEL 	-0.207
ITC 	-0.222
BAJFINANCE 	-0.238
BHEL 	-0.238
GODREJCP 	-0.256
NAVINFLUOR 	-0.264
GMRINFRA 	-0.273
ICICIGI 	-0.277
RBLBANK 	-0.278
SBILIFE 	-0.295
SRF 	-0.305
PFC 	-0.316
BHARTIARTL 	-0.318
TATACONSUM 	-0.338
BANKBARODA 	-0.34
PEL 	-0.345
FEDERALBNK 	-0.36
AARTIIND 	-0.392
MARUTI 	-0.396
RECLTD 	-0.41
PNB 	-0.431
IDFCFIRSTB 	-0.443
IDEA 	-0.485
CANBK 	-0.489
HDFCLIFE 	-0.501
IBULHSGFIN 	-0.504
ADANIENT 	-0.532```
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