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1) What percentage of Walmart's Total Return Risk is non-systematic, firm-specific risk for the most recent 60 month regression you performed in estimating Beta? (round
1) What percentage of Walmart's Total Return Risk is non-systematic, firm-specific risk for the most recent 60 month regression you performed in estimating Beta? (round to the nearest basis point) State this in the following form: 23.02% would be written as 23.02 below)
SUMMARY OUTPUT | ||||||
Regression Statistics | ||||||
Multiple R | 23.02% | |||||
R Square | 5.30% | |||||
Adjusted R Square | 3.67% | |||||
Standard Error | 5.32% | |||||
Observations | 60 | |||||
ANOVA | ||||||
df | SS | MS | F | Significance F | ||
Regression | 1 | 0.01 | 0.01 | 3.25 | 0.08 | |
Residual | 58 | 0.16 | 0.00 | |||
Total | 59 | 0.17 | ||||
Coefficients | Standard Error | t Stat | P-value | Lower 95% | Upper 95% | |
Intercept | 0.01 | 0.01 | 1.29 | 0.20 | (0.00) | 0.02 |
X Variable 1 | 0.36 | 0.20 | 1.80 | 0.08 | (0.04) | 0.76 |
Do not round too early. Click on the cell to get the full value in your computations | ||||||
For example, Multiple R is not 23.02%, but is | 23.021082167325700% |
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