PREMIUM DATABASE
Barra
DATA PROVIDER
Barra, Inc.
www.barra.com
FREQUENCY OF UPDATE
Monthly:
Single Country Models - approximately 8th of the month
Global Models - approximately 2-3 days after the Single Country Models
DESCRIPTION
Barra, founded in 1975, provides innovative analytical models, software, consulting and money management services that enable its more than 1100 clients worldwide to make superior investment and trading decisions. Based in Berkeley, Calif., Barra also has offices in major financial centers throughout the world.
The following Barra Beta models are currently available in Alacra:
|
Australia Equity Model Canada Equity Model Europe Equity Model Germany Equity Model Global Equity Model France Equity Model |
Japan Equity Model Netherlands Equity Model Sweden Equity Model Switzerland Equity Model U.K. Equity Model U.S. Equity Model U.S. Industry/Sector Model |
Click on the following for more information:
Barra Equity Models - Detailed Overviews
Are Barra's betas levered or unlevered?
Download the Risk Model Handbook for the US Equity Model
Download the Single Country Equity Model Handbook
Download the EUE3 Factsheet
Download the EUE3 vs EUE2
Download the Global Equity Model (GEM2) Factsheet
Download the GEM2 vs GEM
Definitions
Definitions of the data fields available and the methodology used to compute them.
The Corporate Uses of Beta
A paper by Barr Rosenberg and Andrew Rudd.
Prediction of Common Stock Betas
A paper by Barr Rosenberg, Ph.D.