Assignment explanation: 1) Regress monthly returns of Apple on: a) monthly returns of SP500, b) monthly returns of DJIA and c) monthly returns of NASDAQ. (I have already calculated returns for you, see the last columns of Data for Assignment 15 file). Note that we have 3 regression lines: Apple returns as dependent variable and returns of SP500, returns of DJIA and returns of NASDAQ as independent variable one at the time. 2) Make a table in which you show intercepts, slopes, and R-squares of all three regression lines (i.e. your table contains 9 numbers: 3 intercepts, 3 slopes, and 3 R-squares). 3) Discuss clearly which market index (SP500, or DJIA, or NASDAQ) explains the variations in Apple returns better and why? Please submit one Word file which contains your table (part 2 above) and your 6 lines discussion (part 3 above). Also, submit your Excel file that contains your estimations. Date SP500 DJIA NASDAQ Apple RSP500 RDJIA RNASDAQ RAPPLE 11/1/15 2080.40991 17719.9199 5108.66992 115.725212 -1.7685659 -1.6781788 -2.0020235 -11.67903 12/1/15 2043.93994 17425.0293 5007.41016 102.969025 -5.2067617 -5.6591722 -8.1834481 -7.822354 1/4/16 1940.23999 16466.3008 4613.9502 95.221397 -0.4136906 0.30439657 -1.2211362 -0.1288313 2/1/16 1932.22998 16516.5 4557.9502 95.098801 6.39049904 6.83620216 6.61901521 11.9746127 3/1/16 2059.73999 17685.0898 4869.8501 107.196381 0.26957616 0.49945931 -1.9593821 -15.073119 4/1/16 2065.30005 17773.6406 4775.35986 92.197342 1.52083666 0.07625576 3.55241851 6.93142781 5/2/16 2096.94995 17787.1992 4948.0498 98.814621 0.09105065 0.79956894 -2.1527315 -4.3596423 6/1/16 2098.86011 17929.9902 4842.66992 94.599213 3.4990433 2.7626575 6.38830569 8.62352802 7/1/16 2173.6001 18432.2402 5162.12988 103.11908 -0.1219987 -0.1702782 0.9848486 2.33764785 8/1/16 2170.94995 18400.8809 5213.22022 105.558037 -0.1235213 -0.5052199 1.87706638 6.34482053 9/1/16 2168.27002 18308.1504 5312 112.472542 -1.9616837 -0.9093499 -2.3400406 0.43249806 10/3/16 2126.1499 18142.4199 5189.14014 112.960037 3.62877172 5.05544641 3.62467864 -1.5433945 11/1/16 2204.71997 19083.1797 5380.68018 111.230003. Assignment explanation: 1) Regress monthly returns of Apple on: a) monthly returns of SP500, b) monthly returns of DJIA and c) monthly returns of NASDAQ. (I have already calculated returns for you, see the last columns of Data for Assignment 15 file). Note that we have 3 regression lines: Apple returns as dependent variable and returns of SP500, returns of DJIA and returns of NASDAQ as independent variable one at the time. 2) Make a table in which you show intercepts, slopes, and R-squares of all three regression lines (i.e. your table contains 9 numbers: 3 intercepts, 3 slopes, and 3 R-squares). 3) Discuss clearly which market index (SP500, or DJIA, or NASDAQ) explains the variations in Apple returns better and why? Please submit one Word file which contains your table (part 2 above) and your 6 lines discussion (part 3 above). Also, submit your Excel file that contains your estimations. Date SP500 DJIA NASDAQ Apple RSP500 RDJIA RNASDAQ RAPPLE 11/1/15 2080.40991 17719.9199 5108.66992 115.725212 -1.7685659 -1.6781788 -2.0020235 -11.67903 12/1/15 2043.93994 17425.0293 5007.41016 102.969025 -5.2067617 -5.6591722 -8.1834481 -7.822354 1/4/16 1940.23999 16466.3008 4613.9502 95.221397 -0.4136906 0.30439657 -1.2211362 -0.1288313 2/1/16 1932.22998 16516.5 4557.9502 95.098801 6.39049904 6.83620216 6.61901521 11.9746127 3/1/16 2059.73999 17685.0898 4869.8501 107.196381 0.26957616 0.49945931 -1.9593821 -15.073119 4/1/16 2065.30005 17773.6406 4775.35986 92.197342 1.52083666 0.07625576 3.55241851 6.93142781 5/2/16 2096.94995 17787.1992 4948.0498 98.814621 0.09105065 0.79956894 -2.1527315 -4.3596423 6/1/16 2098.86011 17929.9902 4842.66992 94.599213 3.4990433 2.7626575 6.38830569 8.62352802 7/1/16 2173.6001 18432.2402 5162.12988 103.11908 -0.1219987 -0.1702782 0.9848486 2.33764785 8/1/16 2170.94995 18400.8809 5213.22022 105.558037 -0.1235213 -0.5052199 1.87706638 6.34482053 9/1/16 2168.27002 18308.1504 5312 112.472542 -1.9616837 -0.9093499 -2.3400406 0.43249806 10/3/16 2126.1499 18142.4199 5189.14014 112.960037 3.62877172 5.05544641 3.62467864 -1.5433945 11/1/16 2204.71997 19083.1797 5380.68018 111.230003
