Extra CreditCalcBeta

Extra CreditCalcBeta - (Sources like yahoo google msn money...

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Extra Credit Calculating Beta Part I Note: this extra credit is related to the next extra credit. You will use this information for the “Interpreting Beta” extra credit. Calculating beta. Download 5 years of monthly stock returns (not prices)* for your company. Then download 5 years of index returns exactly matching the five years of returns for your company’s stock. Calculate beta by regressing your stock's returns on the returns to your index. Look up 3 other estimates of beta.
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Unformatted text preview: (Sources like yahoo, google, msn money, Bloomberg, reuters and many more have this info.) Compare your calculated beta to the betas that you look up. In two or three sentences, state whether your calculated beta is higher or lower than betas you looked up. Is there a wide or narrow range of betas? Why do you think this might be? * Or, download prices and calculated returns, or use return data from a previous assignment...
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