Question: You run a regression for a stock's return on a market index and find the following Excel output: Multiple R R-Square Adjusted R-Square Standard Error

You run a regression for a stock's return on a market index and find the following Excel output: Multiple R R-Square Adjusted R-Square Standard Error Observations 0.35 0.12 0.02 38.45 12 Intercept Market Coefficients 4.05 1.32 Standard Error 15.44 0.97 t-Stat p-value 0.26 0.80 1.36 0.10 The beta of this stock is The beta of this stock is

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!

You purchased 200 shares of ABC common stock on margin at $50 per share. Assume the initial margin is 50% and the maintenance margin is 30%. You will get a margin call if the stock drops below...

Multiple R R-Square Adjusted R-Square Standard Error Observations 0.35 0.12 0.02 38.45 12 Intercept Market Coefficients Standard Error 4.05 15.44 1.32 0.97 t-Stat 0.26 1.36 p-Value 0.80 0.10 The...

Multiple R R-Square Adjusted R-Square Standard Error Observations 0.35 0.12 0.02 38.45 Coefficients Standard Errort-Stat Value Intercept Market 4.05 1.32 15.44 0.97 0.26 1.36 0.80 0.10 % of the...

Multiple R T R-Square Adjusted R-Square Standard Error Observations 0.35 0.12 0.02 38.45 12 Intercept Market Coefficients Standard Error -Stat 4.05 15.44 0.26 1.32 0.97 11.36 p-Value 0.80 0.10 rket -...

Multiple R R-Square Adjusted R-Square Standard Error Observations 0.35 0.12 0.02 38.45 12 Coefficients Standard Error Intercept 4.05 15.44 Market 1.32 0.97 This stock has lower systematic risk than a...

Multiple R R-Square Adjusted R-Square Standard Error Observations 0.35 0.12 0.02 38.45 12 Intercept Market Coefficients Standard Error 4.05 15.44 1.32 0.97 1-Stat 0.26 1.36 p-Value 0.80 0.10 The...

Multiple R R-Square Adjusted R-Square Standard Error Observations 0.35 0.12 0.02 38.45 12 Intercept Market Coefficients 4.05 1.32 Standard Error 15.44 0.97 t-Stat 0.26 1.36 p-Value 0.80 0.10 The beta...

You run a regression for a TESLA stock return on a market index and you find the following output: Multiple R 0.35 R-Square 0.12 Adjusted R-Square0.02 Standard Error 38.45 Observations 12...

You are given the following regression results Multiple R R-Square Adjusted R-Square Standard Error Observations 0.35 0.12 0.02 38.45 12 Intercept Market Coefficients Standard Error 4.05 15.44 1.32...

OLUR41 PUSL Maltiple R R-Square Adjusted R-Srare Standard Error Observations 0.35 0.12 0.02 38.45 12 5 -Stat 0.26 1.36 Coefficients Standard Error 15.44 1.32 0.97 p-Value 0.80 0.10 4.05 Intercept...

(a) Name three classes of defects in crystals and give one example for each class you have named. (6 marks) (4marks) (b) Describe the following material properties of materials as used in industry...

Welcome to an example of perfect competition. In our example, there is a commodity. It is cheap imitation AirPods. Many firms make them. No firm has a particularly special version of this commodity...

A captive insurer that only insures its single parent corporation and / or subsidiaries owned by the parent is called a: Group of answer choices Group captive Fronting captive Rent - a - captive Pure...

Add "Viggo Mortenslet cast = new Map ( ) ;en " to the cast as the key, with value "Aragorn".