Question: . 1. What is the formula for the small cap index' characteristic line? 2. What is the small cap index' beta? 3. What percentage of

. . 1. What is the formula for the small cap index'

1. What is the formula for the small cap index' characteristic line?

2. What is the small cap index' beta?

3. What percentage of the variation in the small cap index' returns is explained by the variation in the Market?

4. Does this regression have much explanatory power? Why or why not? (HINT: You need to cite 2 statistics to answer this question fully.)

Small Cap on Total Market SUMMARY OUTPUT Rearession Statistics Multiple FR R Square Adjusted R Square Standard Error Observations 0.92 0.85 0.84 1.10 51.00 ANOVA df 1.00 49.00 50.00 MS Sianificance F 325.24325.24 1.20 0.00 Regression Residual Total 270.89 58.83 384.07 Coefficient: Standard Error t Stat P-value (0.23) 16.46 0.15 0.06 Intercept Market (0.035) 0.985 0.82 0.00

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

Your regression output should look like the following. 1. What is the formula for the small cap index characteristic line? 2. What is the small cap index beta? 3. What percentage of the variation in...

please help me answer question by excel 1. Each team member will pick a company to analyze. That way, teams with 5 members will be working with portfolios of 5 different stocks, and teams with 4...

Table 4: Employee #3 Robert Kincaid is 60 years old and works on the line in the distribution center. He has been with Wal-Mart for 15 years and currently earns $40,000 annually. He has not saved any...

Table 3: Employee #2 Greta Robinson is 40 years old and has been with Wal-Mart in the accounting department since she graduated from college at age 22. Her current annual salary is $90,000 and she...

1. Calculate the return of the following funds: Vanguard Small Cap Index Fund (VSMAX), Vanguard Mid Cap Index Fund (VIMSX), and Vanguard Large Cap Index Fund (VLACX) for over the past 5 years, 10,...

Calculate the Return. To calculate ROI, the benefit (or return ) Look up the following funds on Yahoo finance: Vanguard Small Cap Index Fund (VSMAX), Vanguard Mid Cap Index Fund (VIMSX), and Vanguard...

I pick Starbuck company. My team members pick Amazon, AT&T companies Collect price information for each stock and the S&P 500 index from Yahoo! Finance (http://finance.yahoo.com) as follows: Enter...

QUESTIONS The following is a report on factor investing that shows Fama-French 5 factor model loading estimations for three different market capitalization class (Large, Middle and Small Cap.) index...

I need this done using your own work. I need to see how you got the answers and try to show work s we look back on 2014, we are pleased with our accomplishments. We continued to focus for many...

Southwestern Community College (SCC) is a key player in the post-secondary landscape in Southwestern Canada. Since 2018, SCC has been aggressively competing for student enrolment by offering a...

A friend in your class is confused and asks for your help in understanding cash equivalents: Say a company invests $50,000 in a 60-day certificate of deposit. Since the company obviously used cash to...

Discuss the logic of the nature of the allosteric inhibitors and activators of glycolysis. Why would these molecules be used?

Question 1 2 pts You are wrapping up the 1 2 / 3 1 / 2 0 2 4 Excelence Corp audit and find out that Quaity Corp ( one of Excellence's customers ) declares bankruptcy on 1 5 ? 2 0 2 5 . Quality owes...

A company is preparing completing their Cash Budget. The following data has been prepared for cash receipts and payments. January February March Cash receipts $1,061,200 $1,182,400 $1,091,700 Cash...