Question: A) What is the stock beta from your regression analysis ? Give a sentence to explain what a stocks beta means. (20%) B) What is
A) What is the stock beta from your regression analysis ? Give a sentence to explain what a stocks beta means. (20%)
B) What is your stocks unsystematic risk, that is, residual variance 2(e)? (10%)
| Return A | Return B | ||
| -0.20% | 0.00% | ||
| -1.61% | -3.98% | ||
| 4.29% | 12.12% | ||
| 2.13% | -1.05% | ||
| 11.52% | 10.01% | ||
| 0.73% | -2.37% | ||
| -0.73% | -3.48% | ||
| -1.23% | -0.26% | ||
| 5.29% | -3.62% | ||
| -12.86% | -1.57% | ||
| -1.22% | 1.26% | ||
| -4.83% | -2.06% | ||
| 2.66% | 5.91% | ||
| -0.37% | -2.86% | ||
| -0.47% | -1.84% | ||
| -5.95% | -1.45% | ||
| -4.14% | -2.93% | ||
| -2.45% | -1.19% | ||
| -2.87% | -0.40% | ||
| 1.43% | -0.08% | ||
| -1.15% | -2.20% | ||
| -12.13% | -1.01% | ||
| -6.36% | -0.29% | ||
| -4.21% | -2.18% | ||
| -4.62% | -1.17% | ||
| -3.17% | -2.57% | ||
| -3.66% | -4.74% | ||
| -2.30% | 1.48% | ||
| -4.14% | 0.21% | ||
| 2.07% | 1.34% | ||
| -11.70% | -3.43% | ||
| -1.80% | -3.97% | ||
| 10.70% | 1.72% | ||
| 1.29% | 0.39% | ||
| 1.53% | -4.76% | ||
| -3.54% | -6.56% | ||
| -8.28% | 0.12% | ||
| 7.60% | 9.99% | ||
| 5.28% | 1.31% | ||
| 0.81% | -6.22% | ||
| -2.75% | -1.15% | ||
| -1.01% | -0.26% | ||
| 1.70% | 9.48% | ||
| 7.24% | 0.60% | ||
| 0.37% | 0.56% | ||
| -2.25% | -0.95% | ||
| 2.68% | -0.42% | ||
| -8.07% | -2.88% | ||
| -7.92% | 0.36% | ||
| -1.51% | -0.78% | ||
| 1.87% | 1.44% | ||
| -4.63% | -9.01% | ||
| 2.91% | 7.88% | ||
| 3.71% | -3.02% | ||
| 1.96% | 1.36% | ||
| 11.80% | -0.76% | ||
| 0.69% | -2.93% | ||
| -5.55% | -2.44% | ||
| -3.85% | 1.11% | ||
| -0.26% | -5.26% | ||
| 0.00% | -5.2 |
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