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An analyst estimates a security characteristic line using a single index model and finds the following statistics: Coefficient Std. Error P-value Lower 95% Upper 95%
An analyst estimates a security characteristic line using a single index model and finds the following statistics: |
Coefficient | Std. Error | P-value | Lower 95% | Upper 95% | |
Intercept | 0.0117 | 0.0018 | 0.1111 | -0.0151 | +0.0227 |
Rm - Rf | 1.016 | 0.0271 | 7.691E-07 | 0.7554 | 1.558 |
We know from the results that the estimate of the stocks alpha is ________ and we know with 95% confidence the alpha is _____________________________. |
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