Choosing ferrite bead in Henry
Don't confuse Inductors with Ferrite beads (aka Impeders).

The designers of an Inductor strive to make it as wideband and as low loss as possible. It does get lossy, and at some frequency it resonates, but they are pushed to as high frequencies as possible for a given inductance. Detailed data sheets (not simply shortform data) will usually give you Q values at some frequency, and a figure for minimum self resonant frequency (SRF).

The designers of an Impeder/bead strive to make it never resonate, so it's constructed on lossy ferrite. At low frequencies, generally below 1MHz, it's a reasonable inductor. As the frequency rises, it gets lossy and looks more like a series resistor, with a specified impedance. If you look at the detailed data sheet, it should give you a graph of inductance and loss or equivalent series resistance versus frequency.

You can also get ferrite bead cores, usually with several holes in, through which you can thread your own wire to give you an impeder, rather than an inductor. The detailed data sheet for these will usually give some examples of performance versus turns of wire.