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Let Y and X be weekly excess returns of a US firm and S&P 500 index...
Let Y and X be weekly excess returns of a US firm and S&P 500 index...
Let Y and X be weekly excess returns of a US firm and S&P 500 index for the past two years, respectively. The regression output for this data set in shown in the table below: (You can actually download similar data from http://finance.yahoo.com/) Variable Coefficient Intercept -0.008194 1.690067 t-value p-value 0.0282 12.392<2×10-16 s.e. 0.003680-2.22 7 0.136379 n 103 R 0.6033 s 0.03734 (ii) Compute the sample variance for Y (รื่.) and sample correlation between X and Y (Txy).
Let Y and X be weekly excess returns of a US firm and S&P 500 index...
Let Y and X be weekly excess returns of a US firm and S&P 500 index for the past two years, respectively. The regression output for this data set in shown in the table below: (You can actually download similar data from http://finance.yahoo.com/) Variable Coefficient Intercept -0.008194 1.690067 t-value p-value 0.0282 12.392<2×10-16 s.e. 0.003680-2.22 7 0.136379 n 103 R 0.6033 s 0.03734 (vii) When explaining the firm's analysis to an investor, a junior analyst suddenly found that he misplaced Y...
Let Y and X be weekly excess returns of a US firm and S&P 500 index...
Let Y and X be weekly excess returns of a US firm and S&P 500 index for the past two years, respectively. The regression output for this data set in shown in the table below: (You can actually download similar data from http://finance.yahoo.com/) Variable Coefficient Intercept -0.008194 1.690067 t-value p-value 0.0282 12.392<2×10-16 s.e. 0.003680-2.22 7 0.136379 n 103 R 0.6033 s 0.03734 Suppose that the model satisfies the usual SLR model assumptions, and that the SST for Y is 0.355....
Answer to question 3 Let Y and X be weekly excess returns of a US firm...
Answer to question 3
Let Y and X be weekly excess returns of a US firm and S&P 500 index for the past two years, respectively. (You can actually download similar data from http://finance.yahoo.com/) The regression output for this data set in shown in the table below: Variable Coefficient t-value s.е. Intercept -0.008194 0.003680 1.690067 0.136379 p-value 0.0282 2 x 10-16 12.392 Sq-0.03734 n= 103 17=0.6033 Suppose that the model satisfies the usual SLR model assumptions, and that the SST...
In relation to the below output from the Regression Analysis of the S&P/ASX200 Index (X) and...
In relation to the below output from the Regression Analysis of the S&P/ASX200 Index (X) and from the company ABC Shares derived from weekly data over a 12 month period, can you please explain the key measures and what this all means eg. Number of Observations, R Square, Value of the Slope and the P-Value of the Slope etc. SUMMARY OUTPUT Regression Statistics Multiple R 0.045274332 R Square 0.002049765 Adjusted R Square -0.01790924 Standard Error 0.023996449 Observations 52 ANOVA df...
The Beta for Colgate-Palmolive
Joey Moss, a recent finance graduate, has just begun his jobwith the investment firm of Covili and Wyatt. Paul Covili, oneof the firm’s founders, has been talking to Joey about the firm’sinvestment portfolio.As with any investment, Paul is concerned about the riskof the investment as well as the potential return. More specifically, because the company holds a diversified portfolio, Paulis concerned about the systematic risk of current and potentialinvestments. One such position the company currently holdsis stock in Colgate-Palmolive (CL)....
Let Y and X be weekly excess returns of a US firm and S&P 500 index for the past two years, respectively. The regression output for this data set in shown in the table below: (You can actually download similar data from http://finance.yahoo.com/) Variable Coefficient Intercept -0.008194 1.690067 t-value p-value 0.0282 12.392<2×10-16 s.e. 0.003680-2.22 7 0.136379 n 103 R 0.6033 s 0.03734 (ii) Compute the sample variance for Y (รื่.) and sample correlation between X and Y (Txy).
Let Y and X be weekly excess returns of a US firm and S&P 500 index for the past two years, respectively. The regression output for this data set in shown in the table below: (You can actually download similar data from http://finance.yahoo.com/) Variable Coefficient Intercept -0.008194 1.690067 t-value p-value 0.0282 12.392<2×10-16 s.e. 0.003680-2.22 7 0.136379 n 103 R 0.6033 s 0.03734 (vii) When explaining the firm's analysis to an investor, a junior analyst suddenly found that he misplaced Y...
Let Y and X be weekly excess returns of a US firm and S&P 500 index for the past two years, respectively. The regression output for this data set in shown in the table below: (You can actually download similar data from http://finance.yahoo.com/) Variable Coefficient Intercept -0.008194 1.690067 t-value p-value 0.0282 12.392<2×10-16 s.e. 0.003680-2.22 7 0.136379 n 103 R 0.6033 s 0.03734 Suppose that the model satisfies the usual SLR model assumptions, and that the SST for Y is 0.355....
Answer to question 3
Let Y and X be weekly excess returns of a US firm and S&P 500 index for the past two years, respectively. (You can actually download similar data from http://finance.yahoo.com/) The regression output for this data set in shown in the table below: Variable Coefficient t-value s.е. Intercept -0.008194 0.003680 1.690067 0.136379 p-value 0.0282 2 x 10-16 12.392 Sq-0.03734 n= 103 17=0.6033 Suppose that the model satisfies the usual SLR model assumptions, and that the SST...
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