Assignment Beta Calculation
Assignment Beta Calculation
Assignment Beta Calculation
Daily Difference
0.25
-137.75 SUMMARY OUTPUT
20.059571
-19.009766 Regression Statistics
-178.609863 Multiple R 0.502018
-174.010254 R Square 0.252022
227.870117 Adjusted R 0.251426
-211.72998 Standard E 1.626722
-59.580079 Observatio 1257
114.220215
-193.330078 ANOVA
71.159667999999 df SS MS F Significance F
100.830078 Regression 1 1118.976 1118.976 422.8576 3.28E-81
34.439942 Residual 1255 3321.013 2.646225
-161.439942 Total 1256 4439.989
35.229981
143.959961 Coefficients
Standard Error t Stat P-value Lower 95%
-25.27002 Intercept 0.031489 0.04589 0.686186 0.492722 -0.058541
71.220215 X Variable 0.005564 0.000271 20.5635 3.28E-81 0.005033
-33.600098
49.629883
124.820313 Beta = 0.005564
14.140136 i.e one unit change in NASDAQ stock market will result in 0.005564 units chang
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1.1196289999998
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360.870117
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-25.5
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27.219727
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50.230468
207.739258
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-66.939453
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246.990235
70.229492
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-9.090821
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-79.5
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189.040039
69.429687000002
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384.5
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72.040039
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83.5
226.029297
-13.269532
-145.410156
45.669921999999
-237.650391
-199.459961
49.950196
239.310547
Significance F