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Posted on Aug 19, 2024

M 1% 39 B D G H Date TGT adj clase PG adj close S50 ret 5P500 ret Thill rate sorp SP500_rp 10/1/2012 49.604336 53

M 1% 39 B D G H Date TGT adj clase PG adj close S50 ret 5P500 ret Thill rate sorp SP500_rp 10/1/2012 49.604336 53 492493 0.0089 11/1/2012 49.121925 54.391323 -0.00973 0.016803 0.00896 1% 2% 12/1/2012 46,307343 52.880222 -0.0573 -0,02778 0.00696 -696 30 5 1/1/2013 47.277786 58.542923 0.020957 0.107085 0.006% 296 11% 2/1/2013 49,273457 59.818474 0.042212 0.021788 0.008% 4% 2% 7 3/1/2013 53.877445 60.50946 0.093437 0.011551 0.008% 9% 19 4/1/2013 55.538246 50.281746 0.0308260.00376 0.005% 396 OX 5/1/2013 54.703907 60.716743 -0.01502 0.007216 0.00395 -2% 1% 6/1/2013 50.081403 60.898678 -0.00407 0.002996 0.004% 096 0% 7/1/2013 562372353 63.51685 0.034708 0.042992 0.00396 3% 495 12 8/1/2013 50.090285 62.072056 -0.11144 -0.02275 0.003% 11% 2% 13 9/1/2013 S0.939777 60.239136 0.016959 -0.02953 0.00296 2% -3% 14 10/1/2013 51 584682 64.351234 0.01266 0.068263 000496 796 15 11/1/2013 50.899975 67.6413120.01327 0.051127 0.006% -1% 5% 16 12/1/2013 50,700417 65.384438 0.00392 0.03337 0.00096 0% 17 1/1/2014 45,387566 61.537373 -0.10479 0.05884 0.003% -10% -696 18 2/1/2014 50.115452 63.65369 0.104167 0.034391 0.00494 1036 396 19 3/1/2014 48.858219 65.22361 0,02509 0.024663 0.004% 3% 2% 20 4/1/2014 49.859451 66.801605 0.020493 0.024194 0.0039 2% 2% 221 5/1/2014 45.830318 65.899696 0.08081 -0.0135 0.003% -8% -19 22 6/1/2014 47.136818 64.105179 0.028502 0.02723 0.00396 35 3% 23 7/1/2014 48,470806 63.069233 0.0283 0.01616 0.0039 3% 29 24 8/8/2014 48.861237 68.333649: 0.008055 0.08347 0.00396 196 8% 25 9/1/2014 51.4438157 68.851631 0.0528560,00758 0.00296 5% 196 10/1/2014 50.738037 71.754021 -0.01372 0.042154 0.0029 -1% 11/1/2014 60.734634 -74.92247 0.197024 0.044157 0.00296 20% 1%8 20 12/1/2014 62.781425 75.4692.76 0.033701 0.007298 0.003% 396 1% 19 1/1/2015 60.879204 69.835403 -0.0303 -0,07465 0.003% -3% 796 20 2/1/2015 G 542305 71.03299 0.043744 0.017149 0.0029 2% 31 3/1/2015 68.338338 68.371239 0.075478 -0.03747 0.00396 896 4% 7 4/1/2015 65.640927 56.343643 0.03918 -0.02966 0.00296 496 36 Maro Mode Sheet SSO M X Variable 1 Residual Plot 03 02 Residuals 1 C D 1 SUMMARY OUTPUT 2 3 Regression Statistics Multiple R 0.130421 5 Square 0.01701 6 Adjusted R -0.00024 7 Standard E 0.06201 Observati 9 10 ANOVA dr F Tonificance 12 Regression 10.003793 0.003793 0.98633 0.324839 Residual 57 0.219178 0.003845 14 Total 58 0.22297 15 Coefficientsandard Em Stot P value tower 95% per 95%ower 95.0 pper 95.0% 17 Intercept 0.001245 0.0256 0.150816 0.880654 0.01529 0.017779 0.01529 0.017779 38 X Variable 0.220451 0721974 0.993141 0.3248390.72404 0.6649460.22404 0.664946 X Variable 1 20 31 RESIDUAL OUTPUT 24 beservation Predicted YResides 25 1 0.004933 0.01473 26 2 0.0049 0.05246 3 0.024839 0.00394 4 0.00003 0.036098 5 0.001775 0.005 0 0.0XMOS 0.030371 7 0.0023529 0.01788 B 0.001897 0.00601 Market Model Sheet1 SSO Type here to search O QUESTION 1 What is the beta of your STOCK1? Enter your answer with at least THREE digits after the decimal point. QUESTION 2 What is the beta of your STOCK2? Enter your answer with at least THREE digits after the decimal point. QUESTION 3 What is the alpha of your STOCK 17 Enter your answer with at least THREE digits after the decimal point Click Save and Submit to me and submit Clio Se All Anse to see all QUESTION 4 Is alpha for STOCK 1 significantly different from zero? Yes O No QUESTION 5 What is the alpha of your STOCK 2? Enter your answre with at least THREE digits after the decimal point. QUESTION 6 Is alpha for STOCK 2 significantly different from zero? o Yes No Click Save and Submit to save and submit. Click Save All Arwers to save all unsur QUESTION 7 How much of STOCK I's fluctuations is due to Market risk? Enter your answer in percentage points but without % sign. Include at least two digits after the decimal point QUESTION 8 How much of STOCK 2's fluctuations is due to Market risk? Enter your answer in percentage points but without sign Include at least two digits after the decimal point. QUESTIONS How much of STOCK 2's fluctuations is due to Idionsyncratic risk? Enter your answer in percentage points but without % sign Include at least TWO digits after the decimal point. Click Sand Submit rose and submit Chek See All to all amon M 1% 39 B D G H Date TGT adj clase PG adj close S50 ret 5P500 ret Thill rate sorp SP500_rp 10/1/2012 49.604336 53 492493 0.0089 11/1/2012 49.121925 54.391323 -0.00973 0.016803 0.00896 1% 2% 12/1/2012 46,307343 52.880222 -0.0573 -0,02778 0.00696 -696 30 5 1/1/2013 47.277786 58.542923 0.020957 0.107085 0.006% 296 11% 2/1/2013 49,273457 59.818474 0.042212 0.021788 0.008% 4% 2% 7 3/1/2013 53.877445 60.50946 0.093437 0.011551 0.008% 9% 19 4/1/2013 55.538246 50.281746 0.0308260.00376 0.005% 396 OX 5/1/2013 54.703907 60.716743 -0.01502 0.007216 0.00395 -2% 1% 6/1/2013 50.081403 60.898678 -0.00407 0.002996 0.004% 096 0% 7/1/2013 562372353 63.51685 0.034708 0.042992 0.00396 3% 495 12 8/1/2013 50.090285 62.072056 -0.11144 -0.02275 0.003% 11% 2% 13 9/1/2013 S0.939777 60.239136 0.016959 -0.02953 0.00296 2% -3% 14 10/1/2013 51 584682 64.351234 0.01266 0.068263 000496 796 15 11/1/2013 50.899975 67.6413120.01327 0.051127 0.006% -1% 5% 16 12/1/2013 50,700417 65.384438 0.00392 0.03337 0.00096 0% 17 1/1/2014 45,387566 61.537373 -0.10479 0.05884 0.003% -10% -696 18 2/1/2014 50.115452 63.65369 0.104167 0.034391 0.00494 1036 396 19 3/1/2014 48.858219 65.22361 0,02509 0.024663 0.004% 3% 2% 20 4/1/2014 49.859451 66.801605 0.020493 0.024194 0.0039 2% 2% 221 5/1/2014 45.830318 65.899696 0.08081 -0.0135 0.003% -8% -19 22 6/1/2014 47.136818 64.105179 0.028502 0.02723 0.00396 35 3% 23 7/1/2014 48,470806 63.069233 0.0283 0.01616 0.0039 3% 29 24 8/8/2014 48.861237 68.333649: 0.008055 0.08347 0.00396 196 8% 25 9/1/2014 51.4438157 68.851631 0.0528560,00758 0.00296 5% 196 10/1/2014 50.738037 71.754021 -0.01372 0.042154 0.0029 -1% 11/1/2014 60.734634 -74.92247 0.197024 0.044157 0.00296 20% 1%8 20 12/1/2014 62.781425 75.4692.76 0.033701 0.007298 0.003% 396 1% 19 1/1/2015 60.879204 69.835403 -0.0303 -0,07465 0.003% -3% 796 20 2/1/2015 G 542305 71.03299 0.043744 0.017149 0.0029 2% 31 3/1/2015 68.338338 68.371239 0.075478 -0.03747 0.00396 896 4% 7 4/1/2015 65.640927 56.343643 0.03918 -0.02966 0.00296 496 36 Maro Mode Sheet SSO M X Variable 1 Residual Plot 03 02 Residuals 1 C D 1 SUMMARY OUTPUT 2 3 Regression Statistics Multiple R 0.130421 5 Square 0.01701 6 Adjusted R -0.00024 7 Standard E 0.06201 Observati 9 10 ANOVA dr F Tonificance 12 Regression 10.003793 0.003793 0.98633 0.324839 Residual 57 0.219178 0.003845 14 Total 58 0.22297 15 Coefficientsandard Em Stot P value tower 95% per 95%ower 95.0 pper 95.0% 17 Intercept 0.001245 0.0256 0.150816 0.880654 0.01529 0.017779 0.01529 0.017779 38 X Variable 0.220451 0721974 0.993141 0.3248390.72404 0.6649460.22404 0.664946 X Variable 1 20 31 RESIDUAL OUTPUT 24 beservation Predicted YResides 25 1 0.004933 0.01473 26 2 0.0049 0.05246 3 0.024839 0.00394 4 0.00003 0.036098 5 0.001775 0.005 0 0.0XMOS 0.030371 7 0.0023529 0.01788 B 0.001897 0.00601 Market Model Sheet1 SSO Type here to search O QUESTION 1 What is the beta of your STOCK1? Enter your answer with at least THREE digits after the decimal point. QUESTION 2 What is the beta of your STOCK2? Enter your answer with at least THREE digits after the decimal point. QUESTION 3 What is the alpha of your STOCK 17 Enter your answer with at least THREE digits after the decimal point Click Save and Submit to me and submit Clio Se All Anse to see all QUESTION 4 Is alpha for STOCK 1 significantly different from zero? Yes O No QUESTION 5 What is the alpha of your STOCK 2? Enter your answre with at least THREE digits after the decimal point. QUESTION 6 Is alpha for STOCK 2 significantly different from zero? o Yes No Click Save and Submit to save and submit. Click Save All Arwers to save all unsur QUESTION 7 How much of STOCK I's fluctuations is due to Market risk? Enter your answer in percentage points but without % sign. Include at least two digits after the decimal point QUESTION 8 How much of STOCK 2's fluctuations is due to Market risk? Enter your answer in percentage points but without sign Include at least two digits after the decimal point. QUESTIONS How much of STOCK 2's fluctuations is due to Idionsyncratic risk? Enter your answer in percentage points but without % sign Include at least TWO digits after the decimal point. Click Sand Submit rose and submit Chek See All to all amon