ME12CASE16 - FIGURE 16.8: Stock-price Beta Estimation for...

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-6.00% -4.00% -2.00% 0.00% 2.00% 4.00% 6.00% 8.00% 10.00% f(x) = 0.96x + 0 R² = 0.36 FIGURE 16.8: Stock-price Beta Estimation for Google, Inc. (GOOG) GOOG Weekly Return (%)
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-8.00% -6.00% -4.00% -2.00% 0.00% 2.00% 4.00% 6.00% -8.00% Nasdaq Weekly Return (%)
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SUMMARY OUTPUT Regression Statistics Multiple R 0.6 R Square 0.36 Adjusted R Square 0.35 Standard Error 0.03 Observations 52 ANOVA df SS MS F Significance F Regression 1 0.02 0.02 28.3 0 Residual 50 0.03 0 Total 51 0.05 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0% Intercept 0 0 0.7 0.49 0 0.01 0 0.01 X Variable 1 0.96 0.18 5.32 0 0.6 1.32 0.6 1.32
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TABLE 16.5 Weekly Return Data for Google, Inc., (GOOG) and the Nasdaq Index Date 29-May-07 497.91 2.98% 2,604.52 1.85% 21-May-07 483.52 2.81% 2,557.19 -0.05% 14-May-07 470.32 0.77% 2,558.45 -0.15% 7-May-07 466.74 -0.93% 2,562.22 -0.39% 30-Apr-07 471.12 -1.65% 2,572.15 0.58% 23-Apr-07 479.01 -0.72% 2,557.21 1.22% 16-Apr-07 482.48 3.47% 2,526.39 1.38% 9-Apr-07 466.29 -1.11% 2,491.94
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ME12CASE16 - FIGURE 16.8: Stock-price Beta Estimation for...

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