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im unable to identify the answers I run a regression of a fund's returns on SPY and get the following results. What is alpha? Is
im unable to identify the answers
I run a regression of a fund's returns on SPY and get the following results. What is alpha? Is it significant? What is its t-stat? SUMMARY OUTPUT Regression Statistics Multiple R 0.987562 R Square 0.975279 Adjusted R Square 0.974904 Standard Error 0.015343 Observations 68 Coefficients Standard Error Intercept 0.006 0.002 X Variable 1 1.826 0.036 O 0.006, significant, 3.000 1.826, significant, 51.027 O 0.006, insignificant, 980.014 1.826, insignificant, 0.167 O 0.975, insignificant, 0.0153 QUESTION 2 t-stat? I run a regression of a fund's returns on SPY and get the following results. What is beta? Is it significant? What i SUMMARY OUTPUT Regression Statistics Multiple R 0.987562 R Square 0.975279 Adjusted R Square 0.974904 Standard Error 0.015343 Observations 68 Coefficients Standard Error Intercept 0.006 0.002 X Variable 1 1.826 0.036 0.06, significant, 3.202 1.826, significant, 51.027 O 0.06, insignificant, 980.014 O 1.826, insignificant, 0.167 O 0.975, insignificant, 0.0153Step by Step Solution
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