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Aimee Cho ran a regression of Tesla monthly excess stock returns (in %) on the market excess returns (also in %). Part of the single-factor
Aimee Cho ran a regression of Tesla monthly excess stock returns (in %) on the market excess returns (also in %). Part of the single-factor regression output is shown below.
ANOVA | |||||
df | SS | MS | F | Significance F | |
Regression | 1 | 1554.1647 | 1554.165 | 6.649847 | 0.01202082 |
Residual | 70 | 16360.005 | 233.7144 | ||
Total | 71 | 17914.169 |
What is the standard deviation that represents Tesla's systematic risk? That is, the part of standard deviation that is due to changes in the market.
4.6786% | ||
15.18% | ||
15.54165% | ||
15.884% |
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