CalculatingBeta

CalculatingBeta - Notes: On the x-axis are monthly returns...

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Example Beta Calculations y = 0.536x + 0.0098 R 2 = 0.1214 -0.35 -0.25 -0.15 -0.05 0.05 0.15 0.25 -0.35 -0.25 -0.15 -0.05 0.05 0.15 0.25 Market R Pfizer R y = 1.5942x + 0.006 R 2 = 0.478 -0.35 -0.25 -0.15 -0.05 0.05 0.15 0.25 -0.35 -0.25 -0.15 -0.05 0.05 0.15 0.25 Market R Merrill Lynch R
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Unformatted text preview: Notes: On the x-axis are monthly returns on a broad market index. On the y-axis are monthly returns on Pzer Inc. (top plot) and Merrill Lynch and Co. Inc. (bottom plot). Data are from January 1995 until March 2005....
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