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Posted on Oct 02, 2024

In the excel table listed are weekly S&P500 weekly return and Apple company weekly return in the last two years. Please create your excel worksheet

In the excel table listed are weekly S&P500 weekly return and Apple company weekly return in the last two years. Please create your excel worksheet with regression to answer following questions and also submit your excel work using the assignment excel submission link.

Step1: Run regression analysis, please make sure to pick up correct dependent variable and independent var.

Questions: What is slope of the regression analysis?, What is R^2 of your regression?, How much is intercept?, How much is SSR for this regression?, Is market index return significant to your company return or not? Yes or No

Step3: Please submit through excel submission link for excel file

image text in transcribed

D w NP 1 Date 2 3 5 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 B S&P500 weekly return AAPI weekly return 13-Jan-20 0.019682423 0.027068439 20-Jan-20 -0.010256426 -0.001317838 27-Jan-20 -0.021226107 -0.027646183 3-Feb-20 0.031681713 0.033989356 10-Feb-20 0.01576159 0.017783345 17-Feb-20 -0.012546743 -0.03662114 24-Feb-20 -0.114906749 -0.126784876 2-Mar-20 0.006143754 0.057323968 8-Mar-20 -0.087926469 -0.038265964 15-Mar-20 -0.149796018 -0.175306732 22-Mar-20 0.102628291 0.080701308 29-Mar-20 -0.020783247 -0.025550927 5-Apr-20 0.121017419 0.110103015 12-Apr-20 0.03037472 0.05526349 19-Apr-20 -0.013156796 0.000600918 26-Apr-20 -0.002125679 0.021557118 3-May-20 0.035005352 0.072854449 10-May-20 -0.022561267 -0.005117417 17-May-20 0.032038971 0.036333142 24-May-20 0.030066487 -0.0029793 31-May-20 0.049147426 0.042649682 7-Jun-20 -0.047784391 0.022021046 14-Jun-20 0.018554504 0.032231428 21-Jun-20 -0.02863055 0.011180438 28-Jun-20 0.040198734 0.02963551 5-Jul-20 0.017581413 0.05374742 12-Jul-20 0.012461382 0.004248295 19-Jul-20 -0.002821942 -0.038540459 26-Jul-20 0.017256339 0.14733039 2-Aug-20 0.024505368 0.045666362 9-Aug-20 0.006436347 0.036019032 16-Aug-20 0.007207554 0.082348933 23-Aug-20 0.032630197 0.003517784 30-Aug-20 -0.023104267 -0.030827545 6-Sep-20 -0.02509221 -0.07407404 13-Sep-20 -0.006435257 -0.046071421 20-Sep-20 -0.006329324 0.050917244 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 0.015146462 0.038442011 0.006590557 0.034949746 40 41 0.001918243 42 43 44 -0.005287315 -0.056394807 0.07323637 0.021573242 -0.007701212 45 46 47 48 0.022715135 0.016702626 -0.009640131 0.012542787 49 50 51 52 53 54 55 -0.001711863 0.014315188 0.018266433 -0.014754176 0.01943077 -0.033120134 0.04646711 0.012349395 -0.007146433 -0.02446048 56 27-Sep-20 4-Oct-20 11-Oct-20 18-Oct-20 25-Oct-20 2-Nov-20 9-Nov-20 16-Nov-20 23-Nov-20 30-Nov-20 7-Dec-20 14-Dec-20 21-Dec-20 28-Dec-20 4-Jan-21 11-Jan-21 18-Jan-21 25-Jan-21 1-Feb-21 8-Feb-21 15-Feb-21 22-Feb-21 1-Mar-21 8-Mar-21 14-Mar-21 21-Mar-21 28-Mar-21 4-Apr-21 11-Apr-21 18-Apr-21 25-Apr-21 2-May-21 9-May-21 16-May-21 23-May-21 30-May-21 6-Jun-21 57 58 0.017525786 -0.033439773 -0.053720327 0.090299428 0.006535885 -0.016099397 -0.006391664 0.048546337 0.001308824 0.034719355 0.041923207 0.005455656 -0.004823156 -0.037182917 0.093833713 -0.051125355 0.036374473 -0.008684477 -0.04062957 -0.066296891 0.001319382 -0.003211928 -0.008592942 0.010167508 0.014767784 0.081300696 0.008722083 0.001192398 -0.021292369 -0.009508599 -0.019534014 -0.015849346 -0.006537481 0.010272044 0.011597386 59 60 61 0.008078926 62 63 64 65 66 67 68 0.026392916 -0.007668626 0.015701107 0.011405093 0.027097891 0.013725538 -0.001266286 0.000239225 0.012300385 -0.013880357 -0.004310169 0.011610112 0.006132095 0.004149044 69 70 71 72 73 74 75 B D 76 -0.019067956 0.027421426 77 78 79 80 81 82 83 84 85 86 87 0.024420965 0.020312674 0.051461289 0.036796205 0.00882089 0.014823307 -0.018174527 0.001919687 0.021783336 -0.006103383 0.002766776 0.038357986 -0.034543193 -0.019534083 0.005887971 -0.029063404 0.001752513 0.013575922 0.026581128 0.007465142 0.009879875 88 0.016735581 0.003954195 -0.009701228 0.019557862 -0.003746779 0.009387386 0.007095652 -0.005893017 0.015242015 0.005779078 -0.016944369 -0.005739496 0.005073325 -0.02209414 0.007872317 0.018224506 0.016444624 0.013307223 0.020009207 -0.003125047 0.003226668 13-Jun-21 20-Jun-21 27-Jun-21 4-Jul-21 11-Jul-21 18-Jul-21 25-Jul-21 1-Aug-21 8-Aug-21 15-Aug-21 22-Aug-21 29-Aug-21 5-Sep-21 12-Sep-21 19-Sep-21 26-Sep-21 3-Oct-21 10-Oct-21 17-Oct-21 24-Oct-21 31-Oct-21 8-Nov-21 15-Nov-21 22-Nov-21 29-Nov-21 6-Dec-21 13-Dec-21 20-Dec-21 27-Dec-21 3-Jan-22 89 90 91 92 93 94 95 96 97 98 99 -0.021996782 -0.012229521 -0.007080234 0.070404732 -0.023294941 0.032076973 0.108811222 -0.046308146 100 101 0.03824891 -0.019392957 102 103 104 0.022756588 0.008546719 -0.018704707 0.030033856 0.007317912 -0.030410532 105 106 D w NP 1 Date 2 3 5 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 B S&P500 weekly return AAPI weekly return 13-Jan-20 0.019682423 0.027068439 20-Jan-20 -0.010256426 -0.001317838 27-Jan-20 -0.021226107 -0.027646183 3-Feb-20 0.031681713 0.033989356 10-Feb-20 0.01576159 0.017783345 17-Feb-20 -0.012546743 -0.03662114 24-Feb-20 -0.114906749 -0.126784876 2-Mar-20 0.006143754 0.057323968 8-Mar-20 -0.087926469 -0.038265964 15-Mar-20 -0.149796018 -0.175306732 22-Mar-20 0.102628291 0.080701308 29-Mar-20 -0.020783247 -0.025550927 5-Apr-20 0.121017419 0.110103015 12-Apr-20 0.03037472 0.05526349 19-Apr-20 -0.013156796 0.000600918 26-Apr-20 -0.002125679 0.021557118 3-May-20 0.035005352 0.072854449 10-May-20 -0.022561267 -0.005117417 17-May-20 0.032038971 0.036333142 24-May-20 0.030066487 -0.0029793 31-May-20 0.049147426 0.042649682 7-Jun-20 -0.047784391 0.022021046 14-Jun-20 0.018554504 0.032231428 21-Jun-20 -0.02863055 0.011180438 28-Jun-20 0.040198734 0.02963551 5-Jul-20 0.017581413 0.05374742 12-Jul-20 0.012461382 0.004248295 19-Jul-20 -0.002821942 -0.038540459 26-Jul-20 0.017256339 0.14733039 2-Aug-20 0.024505368 0.045666362 9-Aug-20 0.006436347 0.036019032 16-Aug-20 0.007207554 0.082348933 23-Aug-20 0.032630197 0.003517784 30-Aug-20 -0.023104267 -0.030827545 6-Sep-20 -0.02509221 -0.07407404 13-Sep-20 -0.006435257 -0.046071421 20-Sep-20 -0.006329324 0.050917244 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 0.015146462 0.038442011 0.006590557 0.034949746 40 41 0.001918243 42 43 44 -0.005287315 -0.056394807 0.07323637 0.021573242 -0.007701212 45 46 47 48 0.022715135 0.016702626 -0.009640131 0.012542787 49 50 51 52 53 54 55 -0.001711863 0.014315188 0.018266433 -0.014754176 0.01943077 -0.033120134 0.04646711 0.012349395 -0.007146433 -0.02446048 56 27-Sep-20 4-Oct-20 11-Oct-20 18-Oct-20 25-Oct-20 2-Nov-20 9-Nov-20 16-Nov-20 23-Nov-20 30-Nov-20 7-Dec-20 14-Dec-20 21-Dec-20 28-Dec-20 4-Jan-21 11-Jan-21 18-Jan-21 25-Jan-21 1-Feb-21 8-Feb-21 15-Feb-21 22-Feb-21 1-Mar-21 8-Mar-21 14-Mar-21 21-Mar-21 28-Mar-21 4-Apr-21 11-Apr-21 18-Apr-21 25-Apr-21 2-May-21 9-May-21 16-May-21 23-May-21 30-May-21 6-Jun-21 57 58 0.017525786 -0.033439773 -0.053720327 0.090299428 0.006535885 -0.016099397 -0.006391664 0.048546337 0.001308824 0.034719355 0.041923207 0.005455656 -0.004823156 -0.037182917 0.093833713 -0.051125355 0.036374473 -0.008684477 -0.04062957 -0.066296891 0.001319382 -0.003211928 -0.008592942 0.010167508 0.014767784 0.081300696 0.008722083 0.001192398 -0.021292369 -0.009508599 -0.019534014 -0.015849346 -0.006537481 0.010272044 0.011597386 59 60 61 0.008078926 62 63 64 65 66 67 68 0.026392916 -0.007668626 0.015701107 0.011405093 0.027097891 0.013725538 -0.001266286 0.000239225 0.012300385 -0.013880357 -0.004310169 0.011610112 0.006132095 0.004149044 69 70 71 72 73 74 75 B D 76 -0.019067956 0.027421426 77 78 79 80 81 82 83 84 85 86 87 0.024420965 0.020312674 0.051461289 0.036796205 0.00882089 0.014823307 -0.018174527 0.001919687 0.021783336 -0.006103383 0.002766776 0.038357986 -0.034543193 -0.019534083 0.005887971 -0.029063404 0.001752513 0.013575922 0.026581128 0.007465142 0.009879875 88 0.016735581 0.003954195 -0.009701228 0.019557862 -0.003746779 0.009387386 0.007095652 -0.005893017 0.015242015 0.005779078 -0.016944369 -0.005739496 0.005073325 -0.02209414 0.007872317 0.018224506 0.016444624 0.013307223 0.020009207 -0.003125047 0.003226668 13-Jun-21 20-Jun-21 27-Jun-21 4-Jul-21 11-Jul-21 18-Jul-21 25-Jul-21 1-Aug-21 8-Aug-21 15-Aug-21 22-Aug-21 29-Aug-21 5-Sep-21 12-Sep-21 19-Sep-21 26-Sep-21 3-Oct-21 10-Oct-21 17-Oct-21 24-Oct-21 31-Oct-21 8-Nov-21 15-Nov-21 22-Nov-21 29-Nov-21 6-Dec-21 13-Dec-21 20-Dec-21 27-Dec-21 3-Jan-22 89 90 91 92 93 94 95 96 97 98 99 -0.021996782 -0.012229521 -0.007080234 0.070404732 -0.023294941 0.032076973 0.108811222 -0.046308146 100 101 0.03824891 -0.019392957 102 103 104 0.022756588 0.008546719 -0.018704707 0.030033856 0.007317912 -0.030410532 105 106