Question

do anyone know what is the index factor and split factor when calculating beta? i'm referring to prof. damodaran spreadsheets.

Answer 1

The split factor applies only if you have a stock that has a stock split and non-split adjusted historical prices. Thus, if your stock price is 50 and it has a 2/1 stock split and ends up at 26, you would enter a split factor of 2 in that month to account for the split. The index is whatever market index you use.