The Delldata.xlsx file contains monthly returns for the Standard & Poors stock index and for Dell stock.
Question:
The Delldata.xlsx file contains monthly returns for the Standard & Poor’s stock index and for Dell stock. The beta of a stock is defined as the slope of the least-squares line used to predict the monthly return for a stock from the monthly return for the market.
| I used | slope | 1.763768666 | |||
| paste special multiply to multiply | intercept | 2.870068204 | |||
| numbers by 100. | |||||
| Month# | Date | S and P return | Dell return | std error | |
| 1 | 1-Sep-88 | 4.2 | 28.21128451 | ||
| 2 | 1-Oct-88 | 2.7 | 15.82397004 | ||
| 3 | 1-Nov-88 | -1.4 | -8.407437348 | ||
| 4 | 1-Dec-88 | 1.8 | -8.031774051 | ||
| 5 | 1-Jan-89 | 7.2 | -4.990403071 | ||
| 6 | 1-Feb-89 | -2.5 | -17.17171717 | ||
| 7 | 1-Mar-89 | 2.4 | -9.512195122 | ||
| 8 | 1-Apr-89 | 5.2 | 10.51212938 | ||
| 9 | 1-May-89 | 4 | 7.926829268 | ||
| 10 | 1-Jun-89 | -0.5 | -7.344632768 | ||
| 11 | 1-Jul-89 | 9 | -14.26829268 | ||
| 12 | 1-Aug-89 | 1.9 | 3.698435277 | ||
| 13 | 1-Sep-89 | -0.4 | 1.783264746 | ||
| 14 | 1-Oct-89 | -2.3 | -15.76819407 | ||
| 15 | 1-Nov-89 | 2.1 | -4.16 | ||
| 16 | 1-Dec-89 | 2.4 | -4.340567613 | Forecast | |
| 17 | 1-Jan-90 | -6.7 | -15.88132635 | Lower | |
| 18 | 1-Feb-90 | 1.3 | 35.06224066 | Upper | |
| 19 | 1-Mar-90 | 2.6 | 21.96620584 | ||
| 20 | 1-Apr-90 | -2.5 | 11.46095718 | ||
| 21 | 1-May-90 | 9.8 | 29.49152542 | ||
| 22 | 1-Jun-90 | -0.7 | 14.7469459 | ||
| 23 | 1-Jul-90 | -0.3 | -6.920152091 | ||
| 24 | 1-Aug-90 | -9 | 0 | ||
| 25 | 1-Sep-90 | -4.9 | -25.57189542 | ||
| 26 | 1-Oct-90 | -0.4 | 21.51481888 | ||
| 27 | 1-Nov-90 | 6.4 | 23.48690154 | ||
| 28 | 1-Dec-90 | 2.7 | 40.96561814 | ||
| 29 | 1-Jan-91 | 4.4 | 22.31447846 | ||
| 30 | 1-Feb-91 | 7.2 | 11.58252015 | ||
| 31 | 1-Mar-91 | 2.4 | 12.88973384 | ||
| 32 | 1-Apr-91 | 0.3 | -17.98585382 | ||
| 33 | 1-May-91 | 4.3 | 5.872689938 | ||
| 34 | 1-Jun-91 | -4.6 | -1.008533747 | ||
| 35 | 1-Jul-91 | 4.7 | 17.35893417 | ||
| 36 | 1-Aug-91 | 2.4 | 13.4557596 | ||
| 37 | 1-Sep-91 | -1.6 | 2.324896998 | ||
| 38 | 1-Oct-91 | 1.3 | -25.48173713 | ||
| 39 | 1-Nov-91 | -4 | -5.519104593 | ||
| 40 | 1-Dec-91 | 11.4 | 9.027777778 | ||
| 41 | 1-Jan-92 | -1.9 | 24.39115774 | ||
| 42 | 1-Feb-92 | 1.3 | 9.427710843 | ||
| 43 | 1-Mar-92 | -2 | 4.293971924 | ||
| 44 | 1-Apr-92 | 2.9 | 8.260754817 | ||
| 45 | 1-May-92 | 0.5 | 2.364700146 | ||
| 46 | 1-Jun-92 | -1.5 | -32.55537033 | ||
| 47 | 1-Jul-92 | 4 | 26.90677966 | ||
| 48 | 1-Aug-92 | -2 | 9.766277129 | ||
| 49 | 1-Sep-92 | 1.2 | 13.38403042 | ||
| 50 | 1-Oct-92 | 0.4 | 19.20411357 | ||
| 51 | 1-Nov-92 | 3.4 | 7.689422356 | ||
| 52 | 1-Dec-92 | 1.3 | 30.61650993 | ||
| 53 | 1-Jan-93 | 0.7 | -3.64 | ||
| 54 | 1-Feb-93 | 1.4 | -30.53825931 | ||
| 55 | 1-Mar-93 | 2.2 | 9.322709163 | ||
| 56 | 1-Apr-93 | -2.5 | -17.43804665 | ||
| 57 | 1-May-93 | 2.7 | -16.7954094 | ||
| 58 | 1-Jun-93 | 0.3 | -22.28116711 | ||
| 59 | 1-Jul-93 | -0.5 | 7.337883959 | ||
| 60 | 1-Aug-93 | 3.8 | -8.712241653 | ||
| 61 | 1-Sep-93 | -0.7 | -9.508881923 | ||
| 62 | 1-Oct-93 | 2 | 21.78598922 | ||
| 63 | 1-Nov-93 | -0.9 | 33.94437421 | ||
| 64 | 1-Dec-93 | 1.2 | -16.58801321 | ||
| 65 | 1-Jan-94 | 3.4 | -2.743988685 | ||
| 66 | 1-Feb-94 | -2.7 | 13.61256545 | ||
| 67 | 1-Mar-94 | -4.4 | 0.998463902 | ||
| 68 | 1-Apr-94 | 1.3 | -12.85171103 | ||
| 69 | 1-May-94 | 1.6 | 30.10471204 | ||
| 70 | 1-Jun-94 | -2.5 | -7.869438855 | ||
| 71 | 1-Jul-94 | 3.3 | 6.163552536 | ||
| 72 | 1-Aug-94 | 4.1 | 16.06857143 | ||
| 73 | 1-Sep-94 | -2.4 | 15.20283576 | ||
| 74 | 1-Oct-94 | 2.3 | 18.85470085 | ||
| 75 | 1-Nov-94 | -3.7 | -3.221630951 | ||
| 76 | 1-Dec-94 | 1.5 | -4.800118888 | ||
| 77 | 1-Jan-95 | 2.6 | 3.965032782 | ||
| 78 | 1-Feb-95 | 3.9 | -2.642642643 | ||
| 79 | 1-Mar-95 | 3 | 5.428747687 | ||
| 80 | 1-Apr-95 | 2.9 | 25.14628438 | ||
| 81 | 1-May-95 | 4 | -7.995324372 | ||
| 82 | 1-Jun-95 | 2.4 | 19.36221573 | ||
| 83 | 1-Jul-95 | 3.3 | 8.10005322 | ||
| 84 | 1-Aug-95 | 0.3 | 18.46199291 | ||
| 85 | 1-Sep-95 | 4.2 | 10.38982628 | ||
| 86 | 1-Oct-95 | -0.4 | 9.705594458 | ||
| 87 | 1-Nov-95 | 4.4 | -5.092656143 | ||
| 88 | 1-Dec-95 | 1.9 | -21.752965 | ||
| 89 | 1-Jan-96 | 3.4 | -20.93345656 | ||
| 90 | 1-Feb-96 | 1 | 25.56399766 | ||
| 91 | 1-Mar-96 | 1 | -2.541426178 | ||
| 92 | 1-Apr-96 | 1.5 | 36.93762537 | ||
| 93 | 1-May-96 | 2.6 | 20.71010045 | ||
| 94 | 1-Jun-96 | 0.4 | -8.130598093 | ||
| 95 | 1-Jul-96 | -4.5 | 9.095483709 | ||
| 96 | 1-Aug-96 | 2.1 | 20.94672509 | ||
| 97 | 1-Sep-96 | 5.6 | 15.82685799 | ||
| 98 | 1-Oct-96 | 2.7 | 4.663127135 | ||
| 99 | 1-Nov-96 | 7.6 | 24.88399528 | ||
| 100 | 1-Dec-96 | -2 | 4.550034637 | ||
| 101 | 1-Jan-97 | 6.2 | 24.47068036 | ||
| 102 | 1-Feb-97 | 0.8 | 7.561459543 | ||
| 103 | 1-Mar-97 | -4.2 | -4.919802938 | ||
| 104 | 1-Apr-97 | 6 | 23.75195192 | ||
| 105 | 1-May-97 | 6.1 | 34.42691903 | ||
| 106 | 1-Jun-97 | 4.5 | 4.389008989 | ||
| 107 | 1-Jul-97 | 7.9 | 45.61023461 | ||
| 108 | 1-Aug-97 | -5.6 | -4.020584795 | ||
| 109 | 1-Sep-97 | 5.5 | 18.05065414 | ||
| 110 | 1-Oct-97 | -3.3 | -17.29069979 | ||
| 111 | 1-Nov-97 | 4.6 | 5.070090659 | ||
| 112 | 1-Dec-97 | 1.7 | -0.222361594 | ||
| 113 | 1-Jan-98 | 1.1 | 18.37809524 | ||
| 114 | 1-Feb-98 | 7.2 | 40.66630731 | ||
| 115 | 1-Mar-98 | 5.1 | -3.127931184 | ||
| 116 | 1-Apr-98 | 1 | 19.18819188 | ||
| 117 | 1-May-98 | -1.7 | 2.05126935 | ||
| 118 | 1-Jun-98 | 4.1 | 12.62765999 | ||
| 119 | 1-Jul-98 | -1.1 | 17.00333145 | ||
| 120 | 1-Aug-98 | -14.5 | -7.913541866 | ||
| 121 | 1-Sep-98 | 6.4 | 31.5 | ||
| 122 | 1-Oct-98 | 8.1 | -0.380228137 | ||
| 123 | 1-Nov-98 | 6.1 | -7.156641221 | ||
| 124 | 1-Dec-98 | 5.8 | 20.34979708 | ||
| 125 | 1-Jan-99 | 4.2 | 36.63516771 | ||
| 126 | 1-Feb-99 | -3.1 | -19.875 | ||
| 127 | 1-Mar-99 | 4 | 2.028081123 | ||
| 128 | 1-Apr-99 | 3.9 | 0.764525994 | ||
| 129 | 1-May-99 | -2.4 | -16.38846737 | ||
| 130 | 1-Jun-99 | 5.6 | 7.441016334 | ||
| 131 | 1-Jul-99 | -3.1 | 10.47297297 | ||
| 132 | 1-Aug-99 | -0.5 | 19.41896024 | ||
| 133 | 1-Sep-99 | -2.7 | -14.34058899 | ||
| 134 | 1-Oct-99 | 6.3 | -4.035874439 | ||
| 135 | 1-Nov-99 | 2 | 7.165109034 | ||
| 136 | 1-Dec-99 | 5.9 | 18.60465116 | ||
| 137 | 1-Jan-00 | -5 | -24.63235294 | ||
| 138 | 1-Feb-00 | -1.9 | 6.178861789 | ||
| 139 | 1-Mar-00 | 9.8 | 32.15926493 | ||
| 140 | 1-Apr-00 | -3 | -7.068366165 | ||
| 141 | 1-May-00 | -2.1 | -13.96508728 | ||
| 142 | 1-Jun-00 | 2.5 | 14.34782609 | ||
| 143 | 1-Jul-00 | -1.6 | -10.89987326 | ||
| 144 | 1-Aug-00 | 6.2 | -0.711237553 | ||
| 145 | 1-Sep-00 | -5.3 | -29.36962751 | ||
| 146 | 1-Oct-00 | -0.4 | -4.259634888 | ||
Estimate the beta of Dell.
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