Question
Explain how the calculations in the the below table are worked out? -the S&P is calculated? -beta -market premium -benchmark -r2 -(1-r2) #
Explain how the calculations in the the below table are worked out?
-the S&P is calculated?
-beta
-market premium
-benchmark
-r2
-(1-r2)
# | Stock Options | Weightage | Anticaped WT. Avg Rate of Return | Wt Avg Annual Avg Return | Avg S&P 500 Annualised return (13%?) | Standard Deviation | Beta | Market Premium | Benchmark Return | R2 | (1-R2) | Anticipated Perf-benchmark Perf |
1 | Delphi | l00%
|
9.10% | 24.80% | 13.90% | 0.246 | 1.227 | 10.50% | 16.29% | 0.271 | 0.729 | -7.19"o |
2 | Groupon | l00% | 9.30% | 9.80%
| 13.90% | 0.675 | 1.522 | 10.50% | 19.39% | 0.056 | 0.044 | - 10.09% |
3 | Kellogg |
l00% |
4.60% | 11.40% | 13.90% | 0.148 | 0.053 | 10.50% | 3.9h% | 0.141 | 0.859 | 0.64% |
4 | Kinross Gold | l00% |
8.40% | -2.00% | 13.90% | 0.650 | 0.355 | 10.50% | 7.13% | 0.003 |
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Essentials Of Statistics For The Behavioral Sciences
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1464107777, 978-1464107771
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