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Has the return on your stock varied significantly (i.e., is the trend different) from the S&P500? Has the return on your stock been much higher

Has the return on your stock varied significantly (i.e., is the trend different) from the S&P500?

Has the return on your stock been much higher or lower than the S&P500?

Has the return on your stock been more variable (more volatile) than the return on the S&P500?

Date: Adj. close DKS Adj. close S&P500 DKS_ret S&P500_ret
9/1/11 31.06078 1131.420044
10/1/11 36.287106 1253.300049 0.168261261 0.107723039
11/1/11 36.491306 1246.959961 0.005627343 -0.005058715
12/1/11 34.235565 1257.599976 -0.061815847 0.008532764
1/1/12 38.741913 1312.410034 0.13162768 0.043583062
2/1/12 42.079296 1365.680054 0.086143991 0.040589464
3/1/12 45.325798 1408.469971 0.077152004 0.031332315
4/1/12 47.701424 1397.910034 0.052412227 -0.007497453
5/1/12 43.836288 1310.329956 -0.081027686 -0.062650726
6/1/12 45.370098 1362.160034 0.034989505 0.039554982
7/1/12 46.428726 1379.319946 0.023333165 0.012597574
8/1/12 47.033646 1406.579956 0.013029003 0.01976337
9/1/12 49.134003 1440.670044 0.044656478 0.024236154
10/1/12 47.380917 1412.160034 -0.03567969 -0.01978941
11/1/12 49.75943 1416.180054 0.050199809 0.002846717
12/1/12 43.211727 1426.189941 -0.131587179 0.00706823
1/1/13 45.206562 1498.109985 0.046164204 0.050428097
2/1/13 47.495861 1514.680054 0.050640856 0.011060649
3/1/13 44.931087 1569.189941 -0.053999947 0.035987724
4/1/13 45.803364 1597.569946 0.019413663 0.018085768
5/1/13 49.840919 1630.73999 0.088149748 0.020762812
6/1/13 47.669796 1606.280029 -0.043561055 -0.014999302
7/1/13 49.072304 1685.72998 0.029421313 0.04946208
8/1/13 44.299656 1632.969971 -0.097257467 -0.031298019
9/1/13 50.952721 1681.550049 0.15018322 0.029749523
10/1/13 50.925976 1756.540039 -0.000524898 0.044595753
11/1/13 54.093899 1805.810059 0.062206427 0.028049472
12/1/13 55.606075 1848.359985 0.02795465 0.023562792
1/1/14 50.359894 1782.589966 -0.094345465 -0.035582906
2/1/14 51.482197 1859.449951 0.022285651 0.04311703
3/1/14 52.383884 1872.339966 0.01751454 0.006932166
4/1/14 50.63073 1883.949951 -0.033467431 0.006200789
5/1/14 42.737106 1923.569946 -0.155905791 0.02103028
6/1/14 44.765793 1960.22998 0.047468984 0.019058332
7/1/14 41.006618 1930.670044 -0.083974275 -0.015079831
8/1/14 43.455639 2003.369995 0.059722579 0.037655295
9/1/14 42.308262 1972.290039 -0.026403409 -0.015513837
10/1/14 43.865776 2018.050049 0.036813472 0.023201461
11/1/14 48.932045 2067.560059 0.115494799 0.024533589
12/1/14 48.003872 2058.899902 -0.018968612 -0.004188588
1/1/15 50.065811 1994.98999 0.042953598 -0.031040806
2/1/15 52.430965 2104.5 0.047240901 0.054892511
3/1/15 55.242012 2067.889893 0.053614253 -0.017396107
4/1/15 52.724709 2085.51001 -0.045568634 0.00852082
5/1/15 52.199997 2107.389893 -0.009951918 0.010491382
6/1/15 50.305168 2063.110107 -0.036299408 -0.021011672
7/1/15 49.665607 2103.840088 -0.012713624 0.01974203
8/1/15 48.837521 1972.180054 -0.016673228 -0.062580818
9/1/15 48.330925 1920.030029 -0.01037309 -0.026442832
10/1/15 43.518234 2079.360107 -0.099577879 0.082983118
11/1/15 38.126064 2080.409912 -0.123905993 0.000504869
12/1/15 34.531296 2043.939941 -0.094286365 -0.017530185
1/1/16 38.312923 1940.23999 0.109513034 -0.050735322
2/1/16 41.636383 1932.22998 0.086745143 -0.00412836
3/1/16 45.832375 2059.73999 0.100777054 0.065991115
4/1/16 45.584892 2065.300049 -0.005399742 0.002699398
5/1/16 42.200951 2096.949951 -0.074233827 0.015324602
6/1/16 44.325756 2098.860107 0.050349695 0.000910921
7/1/16 50.632534 2173.600098 0.142282469 0.035609801
8/1/16 57.848827 2170.949951 0.142522849 -0.001219243
AVERAGE: 0.013379036 0.011614029
STDEVA: 0.075321578 0.032327226
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.367231419
R Square 0.134858915
Adjusted R Square 0.119681001
Standard Error 0.070670709
Observations 59
ANOVA
df SS MS F Significance F
Regression 1 0.044375828 0.044375828 8.885207599 0.004221639
Residual 57 0.284677897 0.004994349
Total 58 0.329053725
Coefficients Standard Error t Stat P-value Lower 95%
Intercept 0.003441614 0.00978592 0.35169042 0.726367272 -0.016154352
X Variable 1 0.855639451 0.287049643 2.980806535 0.004221639 0.280832456
RESIDUAL OUTPUT
Observation Predicted Y Residuals
1 0.095613696 0.072647565
2 -0.000886822 0.006514165
3 0.010742584 -0.072558431
4 0.040733002 0.090894679
5 0.038171561 0.04797243
6 0.030250779 0.046901225
7 -0.002973502 0.055385729
8 -0.050164818 -0.030862868
9 0.037286417 -0.002296913
10 0.014220596 0.00911257
11 0.020351933 -0.00732293
12 0.024179023 0.020477455
13 -0.013490986 -0.022188705
14 0.005877378 0.044322432
15 0.009489471 -0.14107665
16 0.046589883 -0.000425679
17 0.012905542 0.037735314
18 0.03423413 -0.088234078
19 0.018916511 0.000497153
20 0.021207095 0.066942653
21 -0.00939238 -0.034168675
22 0.045763321 -0.016342008
23 -0.023338206 -0.073919262
24 0.02889648 0.12128674
25 0.0415995 -0.042124398
26 0.027441849 0.034764578
27 0.023602868 0.004351781
28 -0.027004524 -0.067340941
29 0.040334246 -0.018048596
30 0.009373049 0.008141491
31 0.008747254 -0.042214684
32 0.021435951 -0.177341742
33 0.019748675 0.027720309
34 -0.009461284 -0.074512991
35 0.035660971 0.024061609
36 -0.009832637 -0.016570772
37 0.023293699 0.013519772
38 0.024433521 0.091061279
39 -0.000142307 -0.018826306
40 -0.023118124 0.066071721
41 0.050409812 -0.003168912
42 -0.011443181 0.065057434
43 0.010732364 -0.056300997
44 0.012418455 -0.022370373
45 -0.014536802 -0.021762607
46 0.020333674 -0.033047298
47 -0.050105003 0.033431774
48 -0.019183916 0.008810826
49 0.074445244 -0.174023122
50 0.0038736 -0.127779593
51 -0.011557904 -0.082728462
52 -0.039969529 0.149482563
53 -9.07738E-05 0.086835917
54 0.059906215 0.040870838
55 0.005751326 -0.011151068
56 0.016553949 -0.090787776
57 0.004221034 0.04612866
58 0.033910765 0.108371704
59 0.002398382 0.140124467

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