Sotheby's Beta, Yahoo, Google, Valueline and Regression?

Question

According to my own regression of the returns of Sotheby's vs. the S&P 500 I come up with a Beta of 1.08

According to Yahoo the Beta is 2.48

According to Google the Beta is 1.69

According to Valueline the Beta is 1.4

Any ideas?

Answer 1

This can often vary wildly depending on the time period being used but still this is very odd.  Did they split the stock or give out large dividends that maybe some of the services are not taking into account???  No better ideas than that.