CPU - s2925497 - Bandar AL Yousef - Applied Finance -...

Info icon This preview shows pages 1–6. Sign up to view the full content.

View Full Document Right Arrow Icon
Procedure to enable certain Excel functions: Click File button, options, Add-Ins, (bottom) Excel Add-in, GO, (check) Analysis Toolback, OK Click File button, options, Formula, Worksheet Calculation, (check) Enable iterative calculation, OK Click Data, Analysis, Data Analysis, Regression, -input Y, -input X, -output Create graph in Excel: google finance, type bhp, print screen; Accessories, paint, escape, highlight Date CPU A&S200 CPU-R A&S200-R 1/3/2014 11.3 5350.098 1/10/2014 11.34 5312.384 0.00 -0.01 1/17/2014 11.54 5305.869 0.02 0.00 1/24/2014 11.26 5240.932 -0.02 -0.01 1/31/2014 11.17 5190.003 -0.01 -0.01 2/7/2014 10.98 5166.529 -0.02 0.00 2/14/2014 11.93 5356.257 0.09 0.04 2/21/2014 11.96 5438.696 0.00 0.02 2/28/2014 11.87 5404.822 -0.01 -0.01 3/7/2014 12.41 5462.309 0.05 0.01 3/14/2014 12.13 5329.396 -0.02 -0.02 3/21/2014 12.34 5338.083 0.02 0.00 3/28/2014 12.1 5366.938 -0.02 0.01 4/4/2014 12.27 5422.83 0.01 0.01 4/11/2014 11.9 5428.649 -0.03 0.00 4/18/2014 12.15 5454.23 0.02 0.00 4/25/2014 12.42 5531.003 0.02 0.01 5/2/2014 12.32 5458.057 -0.01 -0.01 5/9/2014 12.46 5460.84 0.01 0.00 5/16/2014 12.68 5479.044 0.02 0.00 5/23/2014 12.45 5492.787 -0.02 0.00 5/30/2014 12.73 5492.546 0.02 0.00 6/6/2014 12.62 5464.032 -0.01 -0.01 6/13/2014 12.44 5405.051 -0.01 -0.01 6/20/2014 12.32 5419.475 -0.01 0.00 6/27/2014 12.53 5445.055 0.02 0.00 7/4/2014 12.83 5524.976 0.02 0.01 7/11/2014 12.56 5486.793 -0.02 -0.01 7/18/2014 12.55 5531.664 0.00 0.01 7/25/2014 12.93 5583.505 0.03 0.01 8/1/2014 12.9 5556.373 0.00 0.00 8/8/2014 12.36 5435.31 -0.04 -0.02 8/15/2014 12.2 5566.522 -0.01 0.02 8/22/2014 12.1 5645.615 -0.01 0.01 8/29/2014 12.32 5625.895 0.02 0.00 9/5/2014 12.25 5598.693 -0.01 0.00 9/12/2014 12.25 5531.142 0.00 -0.01 9/19/2014 12.05 5433.059 -0.02 -0.02 9/26/2014 11.99 5313.415 0.00 -0.02 10/3/2014 12.15 5318.211 0.01 0.00 10/10/2014 11.83 5188.253 -0.03 -0.02 10/17/2014 11.65 5271.721 -0.02 0.02 10/24/2014 11.95 5412.248 0.03 0.03
Image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon
10/31/2014 12.27 5526.602 0.03 0.02 11/7/2014 12.43 5549.13 0.01 0.00 11/14/2014 11.6 5454.342 -0.07 -0.02 11/21/2014 11.29 5304.305 -0.03 -0.03 11/28/2014 11.55 5313 0.02 0.00 12/5/2014 11.43 5335.333 -0.01 0.00 12/12/2014 11.01 5219.569 -0.04 -0.02 12/19/2014 11.65 5338.649 0.06 0.02 12/26/2014 11.71 5394.5 0.01 0.01 1/2/2015 11.92 5435.931 0.02 0.01 1/9/2015 12.34 5465.571 0.04 0.01 1/16/2015 11.81 5299.237 -0.04 -0.03 1/23/2015 11.73 5501.82 -0.01 0.04 1/30/2015 11.63 5588.321 -0.01 0.02 2/6/2015 11.54 5820.171 -0.01 0.04 2/13/2015 12.05 5877.467 0.04 0.01 2/20/2015 12.25 5881.537 0.02 0.00 2/27/2015 12.58 5928.767 0.03 0.01 3/6/2015 12.99 5898.861 0.03 -0.01 3/13/2015 13.24 5814.543 0.02 -0.01 3/20/2015 13.35 5975.491 0.01 0.03 3/27/2015 12.8 5919.936 -0.04 -0.01 4/3/2015 12.82 5898.582 0.00 0.00 4/10/2015 12.84 5968.366 0.00 0.01 4/17/2015 12.62 5877.87 -0.02 -0.02 4/24/2015 12.92 5933.291 0.02 0.01 5/1/2015 12.34 5814.4 -0.04 -0.02 5/8/2015 12.23 5634.557 -0.01 -0.03 5/15/2015 12.29 5735.495 0.00 0.02 5/22/2015 12.3 5664.743 0.00 -0.01 5/29/2015 12.88 5777.16 0.05 0.02 6/5/2015 12.41 5498.457 -0.04 -0.05 6/12/2015 12.41 5545.253 0.00 0.01 6/19/2015 12.25 5596.994 -0.01 0.01 6/26/2015 12.04 5545.889 -0.02 -0.01 7/3/2015 11.99 5538.291 0.00 0.00 7/10/2015 11.77 5492.038 -0.02 -0.01 7/17/2015 12.11 5670.108 0.03 0.03 7/24/2015 12.22 5566.104 0.01 -0.02 7/31/2015 12.36 5699.164 0.01 0.02 8/7/2015 11.88 5474.778 -0.04 -0.04 8/14/2015 9.84 5356.537 -0.17 -0.02 8/21/2015 9.95 5214.6 0.01 -0.03 8/28/2015 10 5263.559 0.01 0.01 9/4/2015 9.94 5040.603 -0.01 -0.04 9/11/2015 10.35 5071.084 0.04 0.01 9/18/2015 10.56 5170.502 0.02 0.02 9/25/2015 10.38 5042.11 -0.02 -0.02 10/2/2015 10.49 5052.017 0.01 0.00 10/9/2015 10.63 5279.689 0.01 0.05 10/16/2015 10.62 5268.209 0.00 0.00
Image of page 2
10/23/2015 10.93 5351.565 0.03 0.02 10/30/2015 10.81 5239.439 -0.01 -0.02 11/6/2015 10.97 5215.008 0.01 0.00 11/13/2015 11.29 5051.255 0.03 -0.03 11/20/2015 11.74 5256.144 0.04 0.04 11/27/2015 11.6 5202.584 -0.01 -0.01 12/4/2015 11.63 5151.607 0.00 -0.01 12/11/2015 11.45 5029.45 -0.02 -0.02 12/18/2015 11.35 5106.659 -0.01 0.02 12/25/2015 11.54 5207.6 0.02 0.02 1/1/2016 11.62 5295.9 0.01 0.02 1/8/2016 10.85 4990.839 -0.07 -0.06 1/15/2016 10.58 4892.801 -0.02 -0.02 1/22/2016 10.77 4915.953 0.02 0.00 1/29/2016 10.4 5005.524 -0.03 0.02 2/5/2016 10.75 4976.176 0.03 -0.01 2/12/2016 9.28 4765.346 -0.14 -0.04 2/19/2016 9.17 4952.796 -0.01 0.04 2/26/2016 9.04 4879.958 -0.01 -0.01 3/4/2016 9.46 5090.025 0.05 0.04 3/11/2016 9.52 5166.393 0.01 0.02 3/18/2016 10 5183.124 0.05 0.00 3/25/2016 9.8 5084.207 -0.02 -0.02 4/1/2016 9.51 4999.385 -0.03 -0.02 4/8/2016 9.47 4937.617 0.00 -0.01 4/15/2016 9.97 5157.486 0.05 0.04 4/22/2016 10.27 5236.366 0.03 0.02 4/29/2016 10.11 5252.217 -0.02 0.00 5/6/2016 10.25 5292.046 0.01 0.01 5/13/2016 10.26 5328.989 0.00 0.01 5/20/2016 10.39 5351.306 0.01 0.00 5/27/2016 10.72 5405.913 0.03 0.01 6/3/2016 10.6 5318.888 -0.01 -0.02 6/10/2016 10.18 5312.596 -0.04 0.00 6/17/2016 10.14 5162.664 0.00 -0.03 6/24/2016 9.89 5113.181 -0.02 -0.01 7/1/2016 9.29 5246.609 -0.06 0.03 7/8/2016 9 5230.537 -0.03 0.00 7/15/2016 8.9 5429.57 -0.01 0.04 7/22/2016 9.18 5498.187 0.03 0.01 7/29/2016 8.88 5562.358 -0.03 0.01 8/5/2016 8.83 5497.41 -0.01 -0.01 8/12/2016 10.05 5530.911 0.14 0.01 8/19/2016 10.07 5526.683 0.00 0.00 8/26/2016 9.85 5515.47 -0.02 0.00 9/2/2016 9.98 5372.804 0.01 -0.03 9/9/2016 10.01 5339.182 0.00 -0.01 9/16/2016 10.18 5296.698 0.02 -0.01 9/23/2016 10.31 5431.297 0.01 0.03 9/30/2016 10.32 5435.921 0.00 0.00 10/7/2016 10.78 5467.39 0.04 0.01
Image of page 3

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon
10/14/2016 10.59 5434.032 -0.02 -0.01 10/21/2016 10.55 5430.318 0.00 0.00 10/28/2016 10.55 5283.838 0.00 -0.03 11/4/2016 10.29 5180.82 -0.02 -0.02 11/11/2016 11.44 5370.738 0.11 0.04 11/18/2016 11.69 5359.415 0.02 0.00 11/25/2016 11.71 5507.785 0.00 0.03 12/2/2016 11.78 5444.017 0.01 -0.01 12/9/2016 12.24 5560.621 0.04 0.02 12/16/2016 12.31 5532.928 0.01 0.00 12/23/2016 12.44 5627.9 0.01 0.02 12/30/2016 12.46 5665.8 Stock Performance Weekly Stcok Performance CPU A&S200 Mean 0.001 0.001 St Dev 0.034 0.019 Beta 0.861 ! From Regression tab Annualized Stock Performance CPU A&S200 Mean 0.0622 0.0268 St Dev 0.2432 0.1403 Beta 0.861
Image of page 4
K t, copy; Excel, paste SUMMARY OUTPUT Regression Statistics Multiple R 0.4967242 R Square 0.2467349 Adjusted R Square 0.2418116 Standard Error 0.0293644 Observations 155 ANOVA df SS MS F ignificance Regression 1 0.0432132 0.0432132 50.115748 4.91E-011 Residual 153 0.1319269 0.0008623 Total 154 0.1751401 Coefficients
Image of page 5

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon
Image of page 6
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

What students are saying

  • Left Quote Icon

    As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

    Student Picture

    Kiran Temple University Fox School of Business ‘17, Course Hero Intern

  • Left Quote Icon

    I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

    Student Picture

    Dana University of Pennsylvania ‘17, Course Hero Intern

  • Left Quote Icon

    The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

    Student Picture

    Jill Tulane University ‘16, Course Hero Intern