Question: You run a regression for a stock's return on a market index and find the following Excel output: Multiple R 0.35 R-Square 0.12 Adjusted R-Square

You run a regression for a stock's return on a market index and find the following Excel output:

Multiple R 0.35
R-Square 0.12
Adjusted R-Square 0.02
Standard Error 38.45
Observations 12

Coefficients Standard Error t-Stat p-Value
Intercept 4.05 15.44 0.26 0.80
Market 1.32 0.97 1.36 0.10

The characteristic line for this stock is rstock = __________ + __________ rM.

Multiple Choice

4.05; 1.32

0.26; 1.36

0.35; 0.12

15.44; 0.97

Group Ends

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!

Q:

You run a regression for a stock's return on a market index and find the following Excel output: Multiple R 0.35 R-Square 0.43 Adjusted R-Square 0.42 Standard Error 38.45 Observations 12 Coefficients...

Q:

Multiple R 0.35 R-Square 0.12 Adjusted R-Square 0.02 Standard Error 38.45 observations 12 coefficient standard error t-stat p-value intereept 4.05 15.44 .26 .80 market 1.32 0.97 1.36 0.10 1. the beta...

Q:

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

Q:

You run a regression of a stock's excess return on the market excess return and obtain the following results Multiple R R Square Adjusted R Square Standard Error Observations 0.35 0.12 0.02 38.45 12...

Q:

MULTIPLE STEP PROBLEM multiple r 0.35 r-square 0.12 adjusted r-square 0.02 standard error 38.45 observations 12 coefficients standard error t-stat p-value intercept 4.05 15.44 0.26 0.80 market 1.32...

Q:

You run a regression for a stock's return on a market index and find the following Excel output: Multiple R 0.35 R-Square 0.12 Adjusted R-Square 0.02 Standard Error 38.45 Observations 12 Coefficients...

Q:

You run a regression for a stock's return on a market index and find the following Excel output: Multiple R 0.35 R-Square 0.12 Adjusted R-Square 0.02 Standard Error 38.45 Observations 12 Coefficients...

Q:

You run a regression of a stock's excess return on the market excess return and obtain the following results Multiple R 0.35 R Square 0.12 Adjusted R Square 0.02 Standard Error 38.45 Observations 12...

Q:

QUESTION 19 You run a regression of a stock's excess return on the market excess return and obtain the following results Multiple R 0.35 R Square 0.12 Adjusted R Square 0.02 Standard Error 38.45...

Q:

. You run a regression for the Laternios stock return on a market index to estimate the SML equation and find the following Excel output: Multiple R 0.35 R-Square 0.30 Adjusted R-Square 0.02...

Q:

Three identical units of Item Beta are purchased during June, as shown below. Assume that one unit is sold on June 27 for $110. Determine the gross profit for June and ending inventory on June 30...

Q:

D. Cristol et al. published results of their studies of two subspecies of dark-eyed juncos in the paper "Migratory Dark-Eyed Juncos, Junco hyemalis, Have Better Spatial Memory and Denser Hippocampal...

Q:

Question 2 6 ( 2 points ) A restrictive covenant Must set out the work schedule of the employee Can set out how much the employee will get paid Can set out conditions and promises of the employee...

Q:

Calculate the following financial ratios: gross margin, EBIT margin, debt - to - assets, debt - to - equity, CAPEX / sales , ROE, ROIC, EPS, free cash flow realization, P / E .