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Estimate the CAPM betas for ALL stocks you see above. What are your conclusion ? EXAMINE ALL TABLES CAREFULLY AND EXPLAIN IN DETAILS . Thanks

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Estimate the CAPM betas for ALL stocks you see above. What are your conclusion ? EXAMINE ALL TABLES CAREFULLY AND EXPLAIN IN DETAILS .

Thanks for helping Sir

Dependent Variable: ERENKAI Method: Least Squares Date: 05/31/21 Time: 19:19 Sample (adjusted): 2 61 Included observations: 60 after adjustments Variable Coefficient Std. Error t-Statistic Prob. C ERBIST100 -4.966703 0.532309 1.294208 0.085736 -3.837639 6.208719 0.0003 0.0000 R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.399264 Mean dependent var 0.388906 S.D. dependent var 5.513286 Akaike info criterion 1762.987 Schwarz criterion -186.5489 Hannan-Quinn criter. 38.54819 Durbin-Watson stat 0.000000 -11.67778 7.052719 6.284964 6.354775 6.312271 2.202379 Dependent Variable: ERKOC Method: Least Squares Date: 05/31/21 Time: 19:20 Sample (adjusted): 2 61 Included observations: 60 after adjustments Variable Coefficient Std. Error t-Statistic Prob. C ERBIST100 0.050543 1.026605 1.112359 0.073689 0.045438 13.93159 0.9639 0.0000 R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.769923 Mean dependent var 0.765956 S.D. dependent var 4.738615 Akaike info criterion 1302.360 Schwarz criterion -177.4640 Hannan-Quinn criter. 194.0892 Durbin-Watson stat 0.000000 -12.89236 9.794957 5.982132 6.051944 6.009439 1.838731 5 graph 1.2 0 D -5 doo -10 ERENKAI -15 -20 D -25 -30 -35 -30 -20 -10 0 10 ERBIST100 10 graph2.2 D 0 - 10 ERKOC -20 -30 -40 -30 -20 -10 0 10 ERBIST100 5 01.05.2016 graph 1.1 ERBIST100 01.08.2016 1.11.2016 01.02.2017 01.05.2017 01.08.2017 1.11.2017 01.02.2018 01.05.2018 01.08.2018 1.11.2018 01.02.2019 01.05.2019 01.08.2019 1.11.2019 01.02.2020 01.05.2020 01.08.2020 1.11.2020 01.02.2021 ERENKAI 01.05.2021 -40 -30 -20 -10 0 01.05.2016 10 graph2.1 01.08.2016 1.11.2016 01.02.2017 01.05.2017 01.08.2017 1.11.2017 01.02.2018 01.05.2018 01.08.2018 1.11.2018 ERBIST 100 ERKOC 01.02.2019 01.05.2019 01.08.2019 1.11.2019 01.02.2020 01.05.2020 01.08.2020 1.11.2020 01.02.2021 01.05.2021 Dependent Variable: ERENKAI Method: Least Squares Date: 05/31/21 Time: 19:19 Sample (adjusted): 2 61 Included observations: 60 after adjustments Variable Coefficient Std. Error t-Statistic Prob. C ERBIST100 -4.966703 0.532309 1.294208 0.085736 -3.837639 6.208719 0.0003 0.0000 R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.399264 Mean dependent var 0.388906 S.D. dependent var 5.513286 Akaike info criterion 1762.987 Schwarz criterion -186.5489 Hannan-Quinn criter. 38.54819 Durbin-Watson stat 0.000000 -11.67778 7.052719 6.284964 6.354775 6.312271 2.202379 Dependent Variable: ERKOC Method: Least Squares Date: 05/31/21 Time: 19:20 Sample (adjusted): 2 61 Included observations: 60 after adjustments Variable Coefficient Std. Error t-Statistic Prob. C ERBIST100 0.050543 1.026605 1.112359 0.073689 0.045438 13.93159 0.9639 0.0000 R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.769923 Mean dependent var 0.765956 S.D. dependent var 4.738615 Akaike info criterion 1302.360 Schwarz criterion -177.4640 Hannan-Quinn criter. 194.0892 Durbin-Watson stat 0.000000 -12.89236 9.794957 5.982132 6.051944 6.009439 1.838731 5 graph 1.2 0 D -5 doo -10 ERENKAI -15 -20 D -25 -30 -35 -30 -20 -10 0 10 ERBIST100 10 graph2.2 D 0 - 10 ERKOC -20 -30 -40 -30 -20 -10 0 10 ERBIST100 5 01.05.2016 graph 1.1 ERBIST100 01.08.2016 1.11.2016 01.02.2017 01.05.2017 01.08.2017 1.11.2017 01.02.2018 01.05.2018 01.08.2018 1.11.2018 01.02.2019 01.05.2019 01.08.2019 1.11.2019 01.02.2020 01.05.2020 01.08.2020 1.11.2020 01.02.2021 ERENKAI 01.05.2021 -40 -30 -20 -10 0 01.05.2016 10 graph2.1 01.08.2016 1.11.2016 01.02.2017 01.05.2017 01.08.2017 1.11.2017 01.02.2018 01.05.2018 01.08.2018 1.11.2018 ERBIST 100 ERKOC 01.02.2019 01.05.2019 01.08.2019 1.11.2019 01.02.2020 01.05.2020 01.08.2020 1.11.2020 01.02.2021 01.05.2021

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