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I'm trying to run a regression model for my simulation portfolio. I need to find the coefficients for each variable so I can do a
I'm trying to run a regression model for my simulation portfolio. I need to find the coefficients for each variable so I can do a Fama French factor analysis to compare the portfolio return to the benchmark return. How would I set this up in Excel?
1 Flash Fill Data Validation V L Properties Regression Data from Picture Get Data Refresh All Stocks Currencies Geography Edit Links Input OK E1 fox Input Y Range: Cancel B C D E Input X Range: Z N. Portfolio Return benchmark return 5.61% Labels Constant is Zero 1.20% 1.30% 5.37% Confidence Level: 95 % 2.25% 3.61% 1 2 Small Cap Equity 3 Mid Cap Equity 4 Large Cap Equity 5 Fixed Income - Investment Grade 6 Fixed Income - High Yield 7 Cryptocurrency 8 REIT -0.01% -0.42% Output options 0.23% -0.03% -0.05% 0.36% 8.18% $E$1 1.95% Output Range: New Worksheet Ply: 9 10 New Workbook 11 Residuals Residuals Residual Plots 12 13 14 15 Standardized Residuals Line Fit Plots 16 Normal Probability 17 18 Normal Probability Plots 19 20 21 22 23 1 Flash Fill Data Validation V L Properties Regression Data from Picture Get Data Refresh All Stocks Currencies Geography Edit Links Input OK E1 fox Input Y Range: Cancel B C D E Input X Range: Z N. Portfolio Return benchmark return 5.61% Labels Constant is Zero 1.20% 1.30% 5.37% Confidence Level: 95 % 2.25% 3.61% 1 2 Small Cap Equity 3 Mid Cap Equity 4 Large Cap Equity 5 Fixed Income - Investment Grade 6 Fixed Income - High Yield 7 Cryptocurrency 8 REIT -0.01% -0.42% Output options 0.23% -0.03% -0.05% 0.36% 8.18% $E$1 1.95% Output Range: New Worksheet Ply: 9 10 New Workbook 11 Residuals Residuals Residual Plots 12 13 14 15 Standardized Residuals Line Fit Plots 16 Normal Probability 17 18 Normal Probability Plots 19 20 21 22 23Step by Step Solution
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