PQ4_A - Beta for REIT SUMMARY OUTPUT Regression Statistics Multiple R 0.07 R Square 0.01 Adjusted R Square-0.04 Standard Error 0.09 Observations 24

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Beta for REIT SUMMARY OUTPUT Regression Statistics Multiple R 0.07 R Square 0.01 Adjusted R -0.04 Standard E 0.09 Observatio 24 ANOVA df SS MS F ignificance F Regression 1 0 0 0.12 0.73 Residual 22 0.19 0.01 Total 23 0.2 Coefficientstandard Erro t Stat P-value Lower 95%Upper 95%Lower 95.0% Upper 95.0% Intercept -0.02 0.02 -1.23 0.23 -0.07 0.02 -0.07 0.02 X Variable 0.15 0.43 0.35 0.73 -0.74 1.03 -0.74 1.03
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Beta for Brown SUMMARY OUTPUT Regression Statistics Multiple R 0.66 R Square 0.43 Adjusted R 0.4 Standard E 0.06 Observatio 24 ANOVA df SS MS F ignificance F Regression 1 0.07 0.07 16.63 0 Residual 22 0.09 0 Total 23 0.15 Coefficientstandard Erro t Stat P-value Lower 95%Upper 95%Lower 95.0% Upper 95.0% Intercept -0.02 0.01 -1.48 0.15 -0.05 0.01 -0.05 0.01 X Variable 1.16 0.29 4.08 0 0.57 1.75 0.57 1.75
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Vanguard REIT Brown 99% Vanguard+1% REIT 99% Vangu 7.32% -28.26% 9.16% 6.96% 7.34% -2.47% -3.03% 0.73% -2.48% -2.44% 2.26% 8.75% -0.29% 2.32% 2.23% 5.18% -1.47% 2.21% 5.11% 5.15% 4.04% -1.49% -1.08% 3.98% 3.99% -0.59%
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This note was uploaded on 04/12/2010 for the course FINA 537 taught by Professor Luxiaolei during the Spring '09 term at HKUST.

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PQ4_A - Beta for REIT SUMMARY OUTPUT Regression Statistics Multiple R 0.07 R Square 0.01 Adjusted R Square-0.04 Standard Error 0.09 Observations 24

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