Question: I'm trying to run a regression model for my simulation portfolio. I need to find the coefficients for each variable so I can do a

I'm trying to run a regression model for my simulation portfolio. I need to find the coefficients for each variable so I can do a Fama French factor analysis to compare the portfolio return to the benchmark return. How would I set this up in Excel?

I'm trying to run a regression model for my simulation portfolio. I

1 Flash Fill Data Validation V L Properties Regression Data from Picture Get Data Refresh All Stocks Currencies Geography Edit Links Input OK E1 fox Input Y Range: Cancel B C D E Input X Range: Z N. Portfolio Return benchmark return 5.61% Labels Constant is Zero 1.20% 1.30% 5.37% Confidence Level: 95 % 2.25% 3.61% 1 2 Small Cap Equity 3 Mid Cap Equity 4 Large Cap Equity 5 Fixed Income - Investment Grade 6 Fixed Income - High Yield 7 Cryptocurrency 8 REIT -0.01% -0.42% Output options 0.23% -0.03% -0.05% 0.36% 8.18% $E$1 1.95% Output Range: New Worksheet Ply: 9 10 New Workbook 11 Residuals Residuals Residual Plots 12 13 14 15 Standardized Residuals Line Fit Plots 16 Normal Probability 17 18 Normal Probability Plots 19 20 21 22 23 1 Flash Fill Data Validation V L Properties Regression Data from Picture Get Data Refresh All Stocks Currencies Geography Edit Links Input OK E1 fox Input Y Range: Cancel B C D E Input X Range: Z N. Portfolio Return benchmark return 5.61% Labels Constant is Zero 1.20% 1.30% 5.37% Confidence Level: 95 % 2.25% 3.61% 1 2 Small Cap Equity 3 Mid Cap Equity 4 Large Cap Equity 5 Fixed Income - Investment Grade 6 Fixed Income - High Yield 7 Cryptocurrency 8 REIT -0.01% -0.42% Output options 0.23% -0.03% -0.05% 0.36% 8.18% $E$1 1.95% Output Range: New Worksheet Ply: 9 10 New Workbook 11 Residuals Residuals Residual Plots 12 13 14 15 Standardized Residuals Line Fit Plots 16 Normal Probability 17 18 Normal Probability Plots 19 20 21 22 23

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