Would it be better to estimate your own equity betas for Tile Shop Holdings (Ticker symbol TTSH) or use beta estimates that are publically available for many listed companies? (I am Pretty sure it will be better to estimate my own) should you use five-years of monthly holding period returns data or three-years of weekly holding period returns data? Would independently validating a "canned" estimate impress Mimi Ferrini?

What should you use as the surrogate for the corresponding market returns and should you regress holding period returns or holding period premiums ? 

Answer rating: 100% (QA)

It is preferable to calculate your own equity betas f... View the full answer