calculate the following question from the data given below Regression Statistics R (correlations) R Square Adj. R
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calculate the following question from the data given below
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Regression Statistics R (correlations) R Square Adj. R Square Observations Intercept S&P 500 0.4327 0.2138 0.2053 120 Coefficients p-value LCL UCL 0.0097 0.1028 1.3684 0.0000 0.7869 1.6025 0.387 1.001 LCL-Lower confidence interval (95%) UCL- Upper confidence interval (95%) The table above represents the regression results of Stock A's monthly excess returns versus the S&P 500 monthly excess returns over a 120-month period. Based on the results above, what is the alpha for Stock A? Note: Enter your answer rounded to the nearest third digit after the decimal point. For example, if alpha is 1.03584, enter it as: 1.036 Regression Statistics R (correlations) R Square Adj. R Square Observations Intercept S&P 500 0.4327 0.2138 0.2053 120 Coefficients p-value LCL UCL 0.0097 0.1028 1.3684 0.0000 0.7869 1.6025 0.387 1.001 LCL-Lower confidence interval (95%) UCL- Upper confidence interval (95%) The table above represents the regression results of Stock A's monthly excess returns versus the S&P 500 monthly excess returns over a 120-month period. Based on the results above, what is the alpha for Stock A? Note: Enter your answer rounded to the nearest third digit after the decimal point. For example, if alpha is 1.03584, enter it as: 1.036
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Answer Alpha in finance represents the excess return of a stock or portfolio compared ... View the full answer
Related Book For
Business Statistics For Contemporary Decision Making
ISBN: 978-1118749647
8th edition
Authors: Black Ken
Posted Date:
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