fin 2009 project

fin 2009 project - S&P 500 Sample (X-value)...

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Unformatted text preview: S&P 500 Sample (X-value) (Y-value) Abnormal (X-value) (Y-value) (^GSPC) Firm Dell Km Ks Observations Km Ks Date Adj. Close* Adj. Close* (%) (%) (%) (%) Date SUMMARY OUTPUT Regression Statistics 12/1/2008 903.25 10.24 0.78%-8.33% x 1%-8% 12/1/2008 Multiple R 0.453462067 11/3/2008 896.24 11.17-7.48%-8.44% x-7%-8% 11/3/2008 R Square 0.2056278462 10/1/2008 968.75 12.2-16.83%-25.97% x-17%-26% 10/1/2008 Adjusted R Square 0.1890784263 9/2/2008 1164.74 16.48-9.21%-24.16% x-9%-24% 9/2/2008 Standard Error 0.0383698122 8/1/2008 1282.83 21.73 1.22%-11.56% x 1%-12% 8/1/2008 Observations 50 7/1/2008 1267.38 24.57-0.99% 12.29% x-1% 12% 7/1/2008 6/2/2008 1280 21.88-8.60%-5.12% x-9%-5% 6/2/2008 ANOVA 5/1/2008 1400.38 23.06 1.07% 23.78% x 1% 24% 5/1/2008 df SS MS F ignificance F 4/1/2008 1385.59 18.63 4.75%-6.48% 5%-6% 4/1/2008 Regression 1 0.018292729 0.018293 12.42508 0.000942 3/3/2008 1322.7 19.92-0.60% 0.10%-1% 0% 3/3/2008 Residual 48 0.0706676395 0.001472 2/1/2008 1330.63 19.9-3.48%-0.70%-3%-1% 2/1/2008 Total 49 0.0889603685 1/2/2008 1378.55 20.04-6.12%-18.24%-6%-18% 1/2/2008 X Y Date Coefficients Standard Error t Stat P-value Lower 95%Upper 95% Lower 95.0% Upper 95.0% 12/3/2007 1468.36 24.51-0.86%-0.12% 4% 16% 11/1/2004 Intercept-0.007128661 0.0058926856 -1.209747 0.2323 -0.018977 0.004719 -0.018977 0.004719 11/1/2007 1481.14 24.54-4.40%-19.80% 3% 15% 5/2/2005 X Variable 1 0.7863841529 0.2230926062 3.524923 0.000942 0.337826 1.234942 0.337826 1.234942 10/1/2007 1549.38 30.6 1.48% 10.87%-2% 13% 2/3/2003 9/4/2007 1526.75 27.6 3.58%-2.30% 2% 12% 11/1/2006 8/1/2007 1473.99 28.25 1.29% 1.00% 1% 11% 10/1/2007 7/2/2007 1455.27 27.97-3.20%-2.03% 4% 9% 4/2/2007 6/1/2007 1503.35 28.55-1.78% 6.09% 5% 8% 5/1/2003 5/1/2007 1530.62 26.91 3.25% 6.74% 5% 8% 10/1/2003 4/2/2007 1482.37 25.21 4.33% 8.62% 3% 7% 5/1/2007 (^TNX) rate on Dec. 31, 2008: 2.24% 3/1/2007 1420.86 23.21 1.00% 1.58% 3% 7% 10/2/2006 Beta 0.79 2/1/2007 1406.82 22.85-2.18%-5.66% 8% 6% 4/1/2003 RPm 5% 1/3/2007 1438.24 24.22 1.41%-3.47%-2% 6% 6/1/2007 12/1/2006 1418.3 25.09 1.26%-7.89% 2% 6% 7/1/2003 Ks = Krf + Beta * RPm = 6.17% This is just Ke 11/1/2006 1400.63 27.24 1.65% 11.96% 2% 4% 8/1/2006 10/2/2006 1377.94 24.33 #NAME? #NAME? 3% 4% 12/1/2004 2/2/2004 1144.94 32.65 1.22%-2.36% 1%-4% 9/1/2005 1/2/2004 1131.13 33.44 1.73%-1.59% 1%-4% 11/3/2003 12/1/2003 1111.92 33.98 5.08%-1.71% 2%-4% 2/1/2005 11/3/2003 1058.2 34.57 0.71%-3.97%-2%-4% 3/1/2005 10/1/2003 1050.71 36 5.50% 7.72% 4%-5% 11/1/2005 9/2/2003 995.97 33.42-1.19% 2.45%-2%-6% 2/1/2007 8/1/2003 1008.01 32.62 1.79%-3.15%-2%-7% 10/3/2005 7/1/2003 990.31 33.68 1.62% 5.78% 1%-8% 12/1/2006 6/2/2003 974.5 31.84 1.13% 1.50%-2%-9% 4/1/2005 5/1/2003 963.59 31.37 5.09% 8.25% 1%-11% 7/3/2006 4/1/2003 916.92 28.98 8.10% 6.11% 1%-12% 4/3/2006 3/3/2003 848.18 27.31 0.84% 1.30%-1%-12% 8/1/2005 2/3/2003 841.15 26.96-1.70% 12.99%-4%-20% 11/1/2007 1/2/2003 855.7 23.86 1/2/2003 Krf: 10-Year treasury note Average revenue growth rate = 4.67% PERIOD ENDING 1-Feb-08 2-Feb-07...
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fin 2009 project - S&P 500 Sample (X-value)...

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