As an example, let us consider Coca Cola (NYSE:KO). Historical Coca Cola stock data can be downloaded from Google Finance:
Historical NYSE:KO Data
Suppose we consider NYSE:SPY as the market indicator/index in calculating beta. Historical stock data of NYSE:SPY can be downloaded from Google Finance:
Historical NYSE:SPY Data
The following python script finds the beta value for market indicator and symbol historical data file names passed as command line parameters:
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