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Finance 14 Online
OpenStudy (anonymous):

I see beta for Russian banks (in the individual company information disclosed), which is very different from what Bloomberg tool gives for the same periods and assumptions (2/3 of 2 years price history + 1/3 of 5 years history, weekly returns, local index - MICEX). You can take Sberbank as an example. I can see about 1,112 beta in Bloomberg, but 2,13 beta in the file provided. Could you please help me to understand where the difference came from?

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