Determine the betas for the four securities by regressing each company's returns on the returns for the

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S&P/NZX50 Index (close) for the period from 1st August 2016 to 31st July 2021.

SKY CITY Entertainment Group Limited (SKC)
Fletcher Building Limited (FBU.NZ)
Air New Zealand Limited (AIR.NZ)
The Warehouse Group Limited (WHS.NZ)

Explain what the values of the betas (the slope coefficients in the regression) indicate and discuss the factors that might explain the differences in the betas of the four companies.

Related Book For answer-question

Statistical Techniques in Business and Economics

ISBN: 978-1259666360

17th edition

Authors: Douglas A. Lind, William G Marchal

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Posted Date: Sep 02, 2021 09:29 PM

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Determine the betas for the four securities by regressing each company's returns on the returns for the

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Statistical Techniques in Business and Economics

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