Question: Based on the analysis using the data provided for the project, the Treynor's measure for the fundi To help you answer this question, some outputs

 Based on the analysis using the data provided for the project,
the Treynor's measure for the fundi To help you answer this question,

Based on the analysis using the data provided for the project, the Treynor's measure for the fundi To help you answer this question, some outputs from the analysis are reproduced below. ARKK 2.509 10.302 Average Ret Std RE 0.085 Rm 1.284 4.752 Regression Statistics Multiple R 0.772 R Square 0.595 Adjusted R Square 0.589 Standard Error 6.613 Observations 60 ANOVA df SS Regression 1 3,733.62 Residual 58 2,536.17 Total 59 6,269.78 Coefficients Standard Error Intercept 0.424 0.881 Rm-Rf 1.669 0.181 MS 3,733.62 43.73 F 85.38 t Stat 0.481 9.240 P-value 0.632 0.000 Regression Statistics Multiple R 0.881 R Square 0.776 Adjusted R Square 0.764 Standard Error 5.004 Observations 60 ANOVA df SS MS ALOG ANOVA df Regression Residual Total MS 1,622.46 25.04 SS 3 4,867.37 56 1,402.41 59 6,269.78 Coefficients Standard Error 0.268 0.674 1.539 0.145 0.985 0.249 -0.900 0.162 Intercept Rm-Rf SMB HML t Stat 0.398 10.602 3.954 -5.571

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!