Question: SPY Your Current Portfolio BA Your Portfolio after adding BA to it Summary Statistics Average 0.70% 1.04% 1.43% 1.09% Variance 0.0014 0.0022 0.0038 0.0020 St.Dev.
SPY Your Current Portfolio BA Your Portfolio after adding BA to it Summary Statistics Average 0.70% 1.04% 1.43% 1.09% Variance 0.0014 0.0022 0.0038 0.0020 St.Dev. 3.71% 4.64% 6.20% 4.43% Regression Analysis Summary Intercept 0.00204 0.00793 0.00287 Beta 1.20562 0.92070 1.15489 Var (residuals) St. Dev.(residuals) 0.000149 0.002676 0.000126 1.22% 5.17% 1.12% RE 0.05% Treynor Index 0.0065 0.0082 0.0150 0.0090 Sharpe Ratio 0.1740 0.2142 0.2231 0.2350 Calculate Jehnsen Alpha for BA and (Your Portfolio after adding BA to it), use SPY as a proxy for the Market Portfolio. 0.64% and 0.80% 0.79% and 0.30% 1.50% and 0.90% 0.26% and 0.21%
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