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excel work residual mean rf please provide cell functions c Monthly Return 1 2 3 4 5 6 7 8 9 10 11 12 13
excel work
residual
mean
rf
please provide cell functions
c Monthly Return 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 Monthly Close 145875 152600 156280 159000 171300 168600 173900 167050 170410 172994 174750 177900 169511 173708 187350 193275 192000 189900 188124 205880 206900 210000 223065 226000 215865 221180 217500 213400 214800 204850 214000 202531 195240 D Excess Return o s Monthly Return 1.29% 4.03% 1.55% 2.80% -1.20% 5.65% -2.71% 3.77% 4.18% 3.13% 2.81% -3.32% 4.65% 0.43% -0.19% 2.06% 2.61% -2.04% 4.24% -1.97% 2.52% 2.55% -0.06% -3.11% 6.13% -1.12% 0.59% 1.36% -1.53% 1.54% -6.04% -3.07% Rate (monthly) Rm-Rf 0.00% 5.57% 0.00% 1.29% 0.00% 4.03% 0.00% 1.55% 0.00% 2.80% 0.00% -1.20% 0.00% 5.65% 0.00% -2.71% 0.00% 3.77% 0.00% 4.18% 0.00% 3.13% 0.00% 2.81% 0.00% -3.32% 0.00% 4.65% 0.00% 0.43% 0.00% -0.19% 0.00% 2.06% 0.00% 2.61% 0.00% -2.04% 0.00% 4.24% 0.00% -1.97% 0.00% 2.52% 0.00% 2.55% 0.00% -0.06% 0.00% -3.11% 0.00% 6.13% 0.00% -1.12% 0.00% 0.59% 0.00% 1.36% 0.00% -1.53% 0.00% 1.54% 0.00% -6.04% 0.00% -3.07% Excess Return SmB Factor 0.33% -0.27% 0.81% -2.37% 1.70% 1.33% 1.87% 0.27% 2.88% -1.53% 1.29% -0.46% 0.89% 0.35% -1.81% -4.19% -1.88% 3.09% -4.29% 0.40% -3.71% 4.21% -2.06% 2.49% -0.56% 0.63% 3.04% -3.06% 0.93% 2.91% -4.17% 0.33% -2.62% HmL Factor 0.96% 0.11% -0.19% 0.45% 2.63% 0.03% 0.57% -2.69% -1.22% 1.25% 0.32% -0.02% -2.07% -0.31% 4.93% 1.17% -0.13% -0.70% 0.03% -0.45% -1.34% -1.81% -3.09% 2.27% -3.58% -1.86% -0.37% 1.82% -1.14% -0.79% -4.13% 2.77% 0.56% Residual Residual Squared Deviation from Mean Deviation from Mean Table 3: Bershire Hathaway Inc. (BRK-A) Question Factor Coefficient 2.1 2.2 2.3 2.4 2.5 2.6 2.7 2.8 Rm-Rf SmB Y-intercept (alpha) SSresid Y-Mean SStotal R-Squared
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