数据简介 :在金融投资与学术研究中,贝塔系数β是衡量上市公司系统性风险的核心指标,它反映了个股或投资组合相对于整个市场(大盘)价格波动的敏感程度。贝塔系数是基于历史数据统计得出的,具有一定的滞后性,且仅反映系统性风险,不能完全代表个股的全部风险。
数据来源: A 股日度交易数据
时间范围 :2010-2024年
相关指标 :统计截止日期 证券代码 上市公司ID 统计期间年度内最后交易日期 BETA值-250交易日流通市值加权 BETA值-250交易日总市值加权 BETA值-一年流通市值加权 BETA值-一年总市值加权
样例数据:
|------------|----------|------------|-------------------|------------------------|-----------------------|--------------------|-------------------|
| 统计截止日期 | 证券代码 | 上市公司ID | 统计期间年度内最后交易日期 | BETA值-250交易日流通市值加权 | BETA值-250交易日总市值加权 | BETA值-一年流通市值加权 | BETA值-一年总市值加权 |
| 2010-03-31 | 000001 | 101704 | 2010-03-31 | 1.041948 | 1.048574 | 1.050373 | 1.05538 |
| 2010-06-30 | 000001 | 101704 | 2010-06-29 | 1.100188 | 1.097855 | 1.097209 | 1.09653 |
| 2010-09-30 | 000001 | 101704 | 2010-09-29 | 1.085082 | 1.085721 | 1.199579 | 1.194339 |
| 2010-12-31 | 000001 | 101704 | 2010-12-31 | 1.139268 | 1.130713 | 1.149554 | 1.140069 |
| 2011-03-31 | 000001 | 101704 | 2011-03-31 | 1.130586 | 1.115086 | 1.112736 | 1.095641 |
| 2011-06-30 | 000001 | 101704 | 2011-06-30 | 1.088012 | 1.067027 | 0.971149 | 0.946837 |
| 2011-09-30 | 000001 | 101704 | 2011-09-30 | 0.994597 | 0.968876 | 1.005537 | 0.978179 |
| 2011-12-31 | 000001 | 101704 | 2011-12-30 | 0.967683 | 0.932598 | 0.984997 | 0.948749 |
| 2012-03-31 | 000001 | 101704 | 2012-03-30 | 0.972967 | 0.934181 | 0.97698 | 0.936621 |
| 2012-06-30 | 000001 | 101704 | 2012-06-29 | 1.002539 | 0.961351 | 0.995208 | 0.953582 |
| 2012-09-30 | 000001 | 101704 | 2012-09-28 | 0.896749 | 0.853271 | 0.886209 | 0.840693 |
| 2012-12-31 | 000001 | 101704 | 2012-12-31 | 1.033393 | 0.981143 | 1.062443 | 1.010285 |
| 2013-03-31 | 000001 | 101704 | 2013-03-29 | 1.476269 | 1.423825 | 1.506524 | 1.455911 |
| 2013-06-30 | 000001 | 101704 | 2013-06-28 | 1.686596 | 1.630331 | 1.698452 | 1.642583 |
| 2013-09-30 | 000001 | 101704 | 2013-09-30 | 1.899199 | 1.837657 | 1.957116 | 1.893772 |
| 2013-12-31 | 000001 | 101704 | 2013-12-31 | 1.904124 | 1.831907 | 1.937439 | 1.858043 |
| 2014-03-31 | 000001 | 101704 | 2014-03-31 | 1.743864 | 1.635856 | 1.666609 | 1.555093 |
| 2014-06-30 | 000001 | 101704 | 2014-06-30 | 1.539798 | 1.424772 | 1.483136 | 1.357353 |
| 2014-09-30 | 000001 | 101704 | 2014-09-30 | 1.214718 | 1.106624 | 1.199474 | 1.092219 |
| 2014-12-31 | 000001 | 101704 | 2014-12-31 | 1.445992 | 1.375679 | 1.439603 | 1.37073 |
| 2015-03-31 | 000001 | 101704 | 2015-03-31 | 1.302355 | 1.259472 | 1.292035 | 1.250904 |
| 2015-06-30 | 000001 | 101704 | 2015-06-30 | 1.035413 | 0.995706 | 1.035299 | 0.995763 |
| 2015-09-30 | 000001 | 101704 | 2015-09-30 | 0.861642 | 0.800509 | 0.86134 | 0.800179 |
| 2015-12-31 | 000001 | 101704 | 2015-12-31 | 0.802343 | 0.744586 | 0.794481 | 0.736945 |
| 2016-03-31 | 000001 | 101704 | 2016-03-31 | 0.745675 | 0.692219 | 0.743948 | 0.690645 |
| 2016-06-30 | 000001 | 101704 | 2016-06-30 | 0.729009 | 0.673228 | 0.717122 | 0.658941 |
| 2016-09-30 | 000001 | 101704 | 2016-09-30 | 0.709909 | 0.657664 | 0.710862 | 0.659 |
| 2016-12-31 | 000001 | 101704 | 2016-12-30 | 0.67403 | 0.628271 | 0.66587 | 0.620428 |


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