beta - A 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20...

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Cin Best result 0.44 22 23 24 25 43 44 45 46 47 48 49 50 58 59 60 0.44 Cin 1 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 Del 2 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 INTC 3 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 MSFT 4 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 NT 5 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 Stock # Beta periods 0.44 PFE 6 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 1 12 0.44 Mean 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 0.44 MAD 0.44 Month# Date S and P Stock return Beta Estimate Abs Er or Cin 1 Sep-88 4.20% 0.95% 1 0.01 2 Oct-88 2.70% 3.50% 2 0.03 3 Nov-88 -1.40% -3.70% 3 -0.04 4 Dec-88 1.80% 0.96% 4 0.01 5 Jan-89 7.20% 1.24% 5 0.01 6 Feb-89 -2.50% -0.48% 6 0 7 Mar-89 2.40% -2.90% 7 -0.03 8 Apr-89 5.20% 4.79% 8 0.05 9 May-89 4.00% 2.91% 9 0.03 10 Jun-89 -0.50% 4.25% 10 0.04 11 Jul-89 9.00% 5.30% 11 0.05 12 Aug-89 1.90% -0.88% 12 -0.01 13 Sep-89 -0.40% 3.54% 13 0.04 14 Oct-89 -2.30% 3.76% 14 0.04 15 Nov-89 2.10% 2.94% 15 0.03 16 Dec-89 2.40% 2.86% 16 0.03 17 Jan-90 -6.70% -0.86% 17 -0.01 18 Feb-90 1.30% 0.41% 18 0 19 Mar-90 2.60% -2.85% 19 -0.03 20 Apr-90 -2.50% -3.05% 20 -0.03 21 May-90 9.80% 4.85% 21 0.05 22 Jun-90 -0.70% 1.26% 22 0.01 23 Jul-90 -0.30% 5.82% 23 0.06 24 Aug-90 -9.00% -7.20% 24 -0.07 25 Sep-90 -4.90% -0.86% 25 -0.01 26 Oct-90 -0.40% 5.10% 26 0.05 27 Nov-90 6.40% 1.69% 27 0.02 28 Dec-90 2.70% -0.83% 28 -0.01 29 Jan-91 4.40% 0.86% 29 0.01 30 Feb-91
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This note was uploaded on 03/17/2010 for the course ACCT acct 4360 taught by Professor Robert during the Spring '10 term at DeVry Colorado Springs.

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