1. Go to Yahoo! Finance and download the historical monthly, weekly and daily prices for Caterpillar...
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1. Go to Yahoo! Finance and download the historical monthly, weekly and daily prices for Caterpillar Inc. (ticker symbol: CAT) between Jan. 2, 2014 and Dec 31, 2018. 2. Download the monthly, weekly and daily loadings for market premium (Rm-Rf), size premium (SMB), value premium (HML) and risk free rate (Rf) from Kenneth French's website. 3. Estimate the coefficients of the three-factor model for Caterpillar Inc. with monthly, weekly and daily data using the regression technique. Generate your regression outputs on three different data tabs, and rename your tabs as "Reg_Monthly", "Reg_Weekly" and "Reg Daily" respectively. On each of the regression output tab, do the following: 1. Highlight the cell that contains your estimation of the coefficients with color, and label them correctly as Rm-Rf, SMB, and HML. 2. Below the output table, type the resulting model (equation) generated by the regression. 3. Below the regression model that you type, also type your comments on which of the three factors have a significant effect on the return of CAT, and how do they affect CAT. After you finish working on the Excel File, please name your file as your full name without space in between. For example, my file will be named "HeLi". Make sure your Excel file has 6 sheets: three originally provided sheets, plus three sheets for your regression outputs. The Excel file is due at 11:59 pm of the due date. Please upload your file to Canvas. If you experience any technical difficulties and cannot upload your file, you are expected to email the file to me IMMEDIATELY. Any late submission without justifiable reason will result in a zero on Excel Exam 2 1. Go to Yahoo! Finance and download the historical monthly, weekly and daily prices for Caterpillar Inc. (ticker symbol: CAT) between Jan. 2, 2014 and Dec 31, 2018. 2. Download the monthly, weekly and daily loadings for market premium (Rm-Rf), size premium (SMB), value premium (HML) and risk free rate (Rf) from Kenneth French's website. 3. Estimate the coefficients of the three-factor model for Caterpillar Inc. with monthly, weekly and daily data using the regression technique. Generate your regression outputs on three different data tabs, and rename your tabs as "Reg_Monthly", "Reg_Weekly" and "Reg Daily" respectively. On each of the regression output tab, do the following: 1. Highlight the cell that contains your estimation of the coefficients with color, and label them correctly as Rm-Rf, SMB, and HML. 2. Below the output table, type the resulting model (equation) generated by the regression. 3. Below the regression model that you type, also type your comments on which of the three factors have a significant effect on the return of CAT, and how do they affect CAT. After you finish working on the Excel File, please name your file as your full name without space in between. For example, my file will be named "HeLi". Make sure your Excel file has 6 sheets: three originally provided sheets, plus three sheets for your regression outputs. The Excel file is due at 11:59 pm of the due date. Please upload your file to Canvas. If you experience any technical difficulties and cannot upload your file, you are expected to email the file to me IMMEDIATELY. Any late submission without justifiable reason will result in a zero on Excel Exam 2
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Here are the steps involved in completing this task Go to Yahoo Finance and download the historical monthly weekly and daily prices for Caterpillar Inc ticker symbol CAT between Jan 2 2014 and Dec 31 ... View the full answer
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