1) what was the alpha for DISH Network during this period? 

2) What was Alphabet's beta (to two decimal places) during this period?

3) What is the r-squared (in percentage terms, to two decimal places) for Under Armor during this period?

4) Which stock(s) were underperformers, regardless of market movement (i.e stock would be down in a flat market), during this period? choice Alphabet, CarMax, DISH Network, Netflix, Under Armor.

5)Which stock(s) had their proportion of systematic risk greater than 50%?

6) Which stock(s) were less sensitive to the movements of the market then a typical stock?

7)Which stock had the highest Sharpe Ratio?

8)Which stock(s) had statistically significant over/under performance outside of market movements during this period?

9)Which stock(s) had their proportion of unsystematic risk to total risk greater than 80%?

10)Assume the risk-free rate continues around 20 basis points a month, the market's mean return will be 80 basis points. You have analyzed these stocks and forecast that they will outperform by 25 basis points per month in a flat market environment going forward. It is your practice to keep historical standard deviations and correlation coefficients constant in your forecasts. Which stock would have the highest expected sharpe ratio of these five stocks?

Date	Rf	SMB	HML	S&P 500 - Monthly Returns	Alphabet Cl A - Monthly Returns	CarMax- Monthly Returns	DISH Network- Monthly Returns	Netflix - Monthly Returns	Under Armour Cl A- Monthly Returns
12/31/19	0.0008	0.7200	1.7900	0.0171	0.0107	0.0333	0.0380	0.0283	0.1113
11/29/19	0.0009	0.8000	-2.0200	-0.0380	-0.1006	-0.1405	-0.0022	0.0948	0.1448
10/31/19	0.0009	0.2800	-1.9300	0.0719	0.0952	0.1027	0.0091	0.0739	-0.0675
09/30/19	0.0010	-0.9700	6.8300	0.0564	0.0493	0.0829	0.0152	-0.0890	0.0801
08/30/19	0.0011	-2.3200	-4.9500	0.0199	-0.0108	0.0170	-0.0089	-0.0905	0.1131
07/31/19	0.0012	-1.9400	0.4200	0.0476	0.0645	0.1955	-0.1185	-0.1207	-0.1603
06/28/19	0.0011	0.2500	-0.7100	0.1282	0.1590	0.3682	0.0637	0.0700	0.1314
05/31/19	0.0013	-1.3400	-2.3700	-0.1235	-0.1324	-0.3835	0.0282	-0.0736	-0.3510
04/30/19	0.0014	-1.7400	2.1700	-0.0823	-0.0653	-0.1003	0.1082	0.0392	-0.2968
03/29/19	0.0013	-2.9800	-4.0500	-0.0004	0.0697	0.1069	-0.0252	-0.0043	-0.0657
02/28/19	0.0014	2.0400	-2.6800	0.0302	0.0271	-0.0986	0.0600	0.0548	0.1435
01/31/19	0.0014	2.9000	-0.4400	0.0363	0.0360	0.0439	0.2283	0.2684	-0.0852
12/31/18	0.0013	-2.4200	-1.9000	0.0217	0.0308	0.0588	-0.2378	-0.0646	0.0356
11/30/18	0.0013	-0.6800	0.2600	0.0187	0.0257	0.0567	0.0657	-0.0519	0.0715
10/31/18	0.0013	-4.8200	3.4300	-0.0158	-0.0227	-0.0510	-0.1404	-0.1934	-0.1933
09/28/18	0.0012	-2.3000	-1.7000	0.0144	0.1250	0.0107	0.0116	0.0175	-0.0899
08/31/18	0.0011	1.1400	-3.9800	0.0705	-0.0214	0.1092	0.1201	0.0896	0.1118
07/31/18	0.0010	-2.2500	0.4500	-0.0635	-0.0771	0.0054	-0.0610	-0.1379	-0.0126
06/29/18	0.0010	1.1300	-2.3300	0.0405	0.0188	0.1155	0.1374	0.1133	0.0922
05/31/18	0.0011	5.3100	-3.1300	0.0194	0.0447	0.1240	-0.1192	0.1253	-0.0625
04/30/18	0.0009	1.1000	0.4800	0.0321	0.0006	0.0565	-0.1145	0.0579	0.0873
03/29/18	0.0009	4.0600	-0.2300	0.0801	0.0774	-0.0630	-0.0911	0.0136	0.1737
02/28/18	0.0009	0.2600	-1.0300	-0.0903	-0.0583	-0.0506	-0.1111	0.0780	-0.2601
01/31/18	0.0008	-3.1800	-1.3600	0.0204	0.0175	-0.0271	-0.0178	0.4081	0.0801
12/29/17	0.0007	-1.3200	0.0300	-0.0684	-0.0965	-0.0905	-0.0573	0.0234	0.0419
11/30/17	0.0006	-0.5600	-0.0500	0.0057	-0.0201	-0.0433	0.0435	-0.0451	0.0377
10/31/17	0.0005	-1.9300	0.2200	0.0326	0.0037	0.0451	-0.1049	0.0832	0.0240
09/29/17	0.0005	4.4500	3.0900	0.0372	0.0868	0.0248	-0.0534	0.0380	-0.1117
08/31/17	0.0006	-1.6500	-2.0700	0.0062	0.0265	0.0573	-0.1053	-0.0383	0.0756
07/31/17	0.0005	-1.4600	-0.2200	0.0241	0.0799	0.1027	0.0202	0.2158	0.1768
06/30/17	0.0005	2.2300	1.4900	0.0038	-0.0179	0.0090	-0.0158	-0.0838	0.0862
05/31/17	0.0005	-2.5200	-3.7500	-0.0254	-0.0605	0.0003	-0.0104	0.0714	-0.0139
04/28/17	0.0004	0.7200	-2.1300	-0.0369	-0.0662	-0.1324	0.0150	0.0297	0.1962
03/31/17	0.0004	1.1300	-3.3300	0.0573	0.1223	0.1129	0.0240	0.0400	-0.0395
02/28/17	0.0003	-2.0400	-1.6700	0.0111	0.0166	-0.0694	0.0478	0.0101	0.0858
01/31/17	0.0002	-1.1300	-2.7400	0.0307	0.0030	-0.0824	0.0214	0.1366	0.0615
12/30/16	0.0003	0.0900	3.6000	0.0233	0.0609	-0.0094	0.0084	0.0581	-0.2403
11/30/16	0.0002	5.6700	8.2100	0.0206	0.0193	0.1290	-0.0190	-0.0630	0.0204
10/31/16	0.0001	-4.4100	4.1200	0.0031	0.0103	0.0136	0.0690	0.2671	-0.1933
09/30/16	0.0001	2.1300	-1.2100	0.0206	0.0170	0.0506	0.0906	0.0113	-0.0800
08/31/16	0.0002	1.1700	3.1100	0.0062	-0.0582	0.0037	-0.0597	0.0679	0.1357
07/29/16	0.0001	2.5100	-1.2900	0.0141	0.0677	0.0740	0.0195	-0.0025	-0.1084
06/30/16	0.0001	0.5800	-1.4500	0.0103	0.0905	-0.0122	0.0501	-0.1081	0.0865
05/31/16	0.0001	-0.1900	-1.6500	0.0012	0.0034	-0.0824	0.0124	0.1393	-0.0407
04/29/16	0.0001	0.6800	3.1900	0.0397	0.0302	-0.0325	0.0655	-0.1193	-0.0405
03/31/16	0.0001	0.7500	1.1000	0.0190	0.0350	0.0360	-0.0185	0.0944	-0.2602
02/29/16	0.0002	0.8100	-0.5800	0.0198	0.0214	0.1142	-0.0236	0.0171	-0.0568
01/29/16	0.0002	-3.3900	2.0700	0.0370	-0.0420	0.1572	-0.1558	-0.1971	-0.0096
12/31/15	0.0001	-2.8100	-2.5900	-0.0182	0.0073	-0.0639	-0.0882	-0.0726	-0.1960
11/30/15	0.0000	3.6000	-0.3900	0.0002	0.0180	-0.0950	-0.0041	0.1379	-0.0240
10/30/15	0.0000	-1.8600	-0.4500	0.0014	-0.0019	0.0118	0.0794	0.0496	0.0043
09/30/15	0.0000	-2.6300	0.5800	0.0369	0.1248	0.1883	-0.0157	-0.1023	-0.0167
08/31/15	0.0000	0.3600	2.8000	0.0026	-0.0605	-0.0863	-0.0826	0.0063	0.0636
07/31/15	0.0000	-4.2000	-4.0700	0.0180	0.0579	0.0134	-0.0458	0.2180	-0.1413
06/30/15	0.0000	2.9000	-0.7800	0.0039	-0.0721	0.0362	-0.0435	0.0527	0.0027
05/29/15	0.0000	0.9200	-1.1300	0.0678	0.0637	0.1046	0.0463	0.1214	0.0136
04/30/15	0.0000	-3.0400	1.8300	-0.0013	-0.0580	0.0471	-0.0343	0.3355	-0.0204
03/31/15	0.0000	3.0700	-0.4100	-0.0496	-0.0214	-0.1814	-0.0664	-0.1226	0.0598
02/27/15	0.0000	0.6100	-1.8700	-0.0158	0.0199	-0.0581	0.0667	0.0749	-0.0651

Answer rating: 100% (QA)

The alpha for DISH Network during this period was not provided in the data Alpha is the intercept of ... View the full answer