Hi there,

Could anyone please explain, how they calculated Covariance, Variance and Beta? I do not get it... Formulas would be much appreciated.

Thank you!

Shell FTSE100 returns returns Facebook Facebook S&P500 FB S&P500 Date price price returns returns 2015-06-01 85.8 2,063.1 2015-07-01 94.0 2.103.8 0.10 0.02 2015-08-03 89.4 1,972.2 -0.05 -0.06 2015-09-01 89.9 1,920.0 0.01 -0.03 2015-10-01 102.0 2,079.4 0.13 0.08 2015-11-02 104.2 2,080.4 0.02 0.00 2015-12-01 104.7 2,043.9 0.00 -0.02 2016-01-04 1122 1.940.2 0.07 -0.05 2016-02-01 106.9 1,932.2 -0.05 0.00 2016-03-01 114.1 2,059.7 0.07 0.07 2016-04-01 117.6 2,065.3 0.03 0.00 2016-05-02 118.7 2,066.7 0.01 0.00 Royal Dutch Shell Shell FTSE100 Date price price 2015-06-01 1.807.0 6,521.0 2015-07-01 1,860.5 6,696.3 2015-08-03 1,706,5 6,247.9 2015-09-01 1,563.0 6,061.6 2015-10-01 1,700.0 6,361.1 2015-11-02 1,652.0 6,356.1 2015-12-01 1,543.0 6,242.3 2016-01-04 1,521.0 6,083.8 2016-02-01 1,645.0 6,097.1 2016-03-01 1,700.0 6,174.9 2016-04-01 1,786,0 6,241.9 2016-05-03 1.750.5 6,151.4 0.03 -0.08 -0.08 0.09 -0.03 -0.07 -0.01 0.08 0.03 0.05 -0.02 0.03 -0.07 -0.03 0.05 0.00 -0.02 -0.03 0.00 0.01 0.01 -0.01 covar var beta 0.00151 0.00174 0.87 covar var beta 0.00147 0.00089 1.66