Regression-Beta-Worksheet

Regression-Beta-Worksheet - SUMMARY OUTPUT Regression...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: SUMMARY OUTPUT Regression Statistics Multiple R 0.2891822682 R Square 0.0836263843 >>>>>>>>>>>>>>>Propotion of risk due to market risk Adjusted R 0.0675496542 Standard Er 0.0479383725 Observation 59 ANOVA df SS MS F Significance F Regression 1 0.0119539702 0.0119539702 5.201703564 0.026322338 Residual 57 0.1309909907 0.0022980876 Total 58 0.1429449609 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0% Intercept 0.0047204119 0.0062434798 0.7560546443 0.4527298242-0.0077819407 0.0172227646-0.0077819407 0.0172227646 0.027027 0.2764081523 0.1211931429 2.2807243507 0.026322338 0.0337230715 0.519093233 0.0337230715 0.519093233 Beta Confidence Interval Campbell Soup S&P 500 Date Open High Low Close Volume Adj Close return Date Open High Low Close Volume Adj Close return 2/1/2011 34.21 34.62 34.02 34.52 1717300 34.52 0.011131 2/1/2011 1289.14 1324.87 1289.14 1320.88 4.74E+009 1320.88 0.027027 1/3/2011 34.86 35.5 34.08 34.14 2078700 34.14-0.017554 1/3/2011 1257.62 1302.67 1257.62 1286.12 4.82E+009 1286.12 0.022646 12/1/2010 34.16 35.4 33.64 34.75 2272400 34.75 0.033611 12/1/2010 1186.6 1262.6 1186.6 1257.64 3.76E+009 1257.64 0.065300 11/1/2010 36.29 36.99 33.44 33.9 2720100 33.62-0.064812 11/1/2010 1185.71 1227.08 1173 1180.55 4.35E+009 1180.55-0.002290 10/1/2010 35.91 36.85 35.36 36.25 2150400 35.95 0.021887 10/1/2010 1143.49 1196.14 1131.87 1183.26 4.43E+009 1183.26 0.036856 9/1/2010 37.45 37.5 35.32 35.75 3094000 35.18-0.040633 9/1/2010 1049.72 1157.16 1049.72 1141.2 3.99E+009 1141.2 0.087551 8/2/2010 36.19 37.59 35.76 37.26 2363300 36.67 0.037928 8/2/2010 1107.53 1129.24 1039.7 1049.33 4.04E+009 1049.33-0.047449 7/1/2010 35.64 36.76 35.15 35.9 2704600 35.33 0.009717 7/1/2010 1031.1 1120.95 1010.91 1101.6 4.70E+009 1101.6 0.068778 6/1/2010 35.54 37.5 35.49 35.83 3029500 34.99 0.000572 6/1/2010 1087.3 1131.23 1028.33 1030.71 5.24E+009 1030.71-0.053882 5/3/2010 35.99 36.42 34.18 35.8135....
View Full Document

This document was uploaded on 10/26/2011 for the course FIN 302 at Miami University.

Page1 / 2

Regression-Beta-Worksheet - SUMMARY OUTPUT Regression...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online