Question: Use the data in the spreadsheet provided to estimate the beta of Nike stock using linear regression. Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09

 Use the data in the spreadsheet provided to estimate the betaof Nike stock using linear regression. Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09

Use the data in the spreadsheet provided to estimate the beta of Nike stock using linear regression. Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Apr-10 May-10 Jun-10 Jul-10 Aug-10 Sep-10 Oct-10 Nov-10 Dec-10 Jan-11 Feb-11 Mar-11 Apr-11 May-11 Jun-11 Jul-11 Aug-11 Sep-11 Oct-11 Nov-11 Returns (%) S&P 500 Nike 2.3064 1.7529 1.5467 5.1536 - 1.0685 6.5802 -2.4230 - 7.6024 1.4127 - 1.1119 2.1563 6.7463 - 3.7681 -4.0132 0.2714 3.5758 2.0555 4.8998 1.7810 3.1853 4.8243 4.1200 3.5180 7.4179 - 2.6557 - 4.4768 2.2695 0.3694 -1.6937 - 3.8988 -2.5182 -7.8022 3.7916 7.0173 1.1531 5.6569 4.3331 -3.2333 -0.5943 - 5.8353 1.0609 3.8271 - 2.0784 2.9016 4.0406 1.4872 0.3476 2. 1102 4.0112 -6.7289 -0.1644 7.2020 1.9060 -1.5787 1.2968 -3.8308 - 3.1042 -1.8695 -0.0396 1.2452 -0.1902 -2.4691 2.5085 2.2279 1.9452 8.8782 3.7086 4.8619 2.3716 7.6948

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!