会不会是用历史数据计算得来的呢？同样疑惑中……

某股票的BETA系数=（某股票收益率序列和沪深300指数收益率序列的协方差）/沪深300指数收益率序列的方差

May be you can use an approximate method. regress the return of individual stock on the return of SSE 300. The coefficient on SSE is the approximate beta. In our finance class, the professor used this method to get the beta of APPLE stock on S&P. The result is very close. I don't know whether this works for SSE300. You can try. Don't forget tell me the results. I am very curious about its effectiveness in Chinese stock market.

我一向是按3L的方法做～～最简单方便～～假设无风险收益率固定～～

用EVIEWS 估计吧