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Please perform a regression analysis using the historical data for UPS for the past 5 years. I have provided all the necessary data. Please refer

Please perform a regression analysis using the historical data for UPS for the past 5 years. I have provided all the necessary data. Please refer to the attachments the are essential in performing the proper regression analysis.

image text in transcribed Calculating IBM's beta Data on stock prices and dividends can be downloaded from the web and used to make betas for real companies. I demonstrate the process for IBM in this section. Download stock prices and dividends from http://finance.yahoo.com for IBM using its ticker symbol IBM Also download data for the S&P 500 Index, whose symbol is ^GSPC to represent the market. Here are the steps we followed: You can follow our steps and place your stock prices on top of the IBM ones, if your dates are the same. 1. Access the Internet, then go to http://finance.yahoo.com/ 2. Enter IBM in the symbol slot and then click Get quotes. 3. Click on "Historical prices" to get a history of IBM prices. 4. Enter as the Start Date March 10, 2009, and March 10, 2014 as the end date. Click the "monthly" button, then "Get prices" to get 5 years of monthly prices for IBM. The closing prices are adjusted for dividends and splits. 5. Note that Yahoo's data is downloaded as a CSV file. Save the file as an excel spreadsheet. Call it IBM 6. Repeat the process to get the S&P index, symbol ^GSPC . Save this file as SP500 and in excel format. 7. Open the IBM file and delete the columns except for the date and closing prices. Then open the SP500 file, copy the closing price data, and paste it into Column B on the IBM file. 8. Now move the IBM data over to column D and then calculate the monthly returns on the market and on IBM 9. Now you can run the regression of IBM's returns on the market to find its beta. 10. YOU CAN DUPLICATE WHAT WE JUST DID, BUT COPYING AND PASTING YOUR STOCK'S PRICE AND PLACING ON TOP OF THE IBM ADJUSTED CLOSE The returns will automatically be calculated Market IBM's Date S&P Adj Cl Return IBM Adj Cl Return 3/3/2014 1877.17 0.0095 186.39 0.0066 2/3/2014 1859.45 0.0431 185.17 0.0538 1/2/2014 1782.59 -0.0356 175.72 -0.0581 12/2/2013 1848.36 0.0236 186.55 0.0439 11/1/2013 1805.81 0.0280 178.7 0.0080 10/1/2013 1756.54 0.0446 177.28 -0.0323 9/3/2013 1681.55 0.0297 183.19 0.0160 8/1/2013 1632.97 -0.0313 180.31 -0.0608 7/1/2013 1685.73 0.0495 191.98 0.0206 6/3/2013 1606.28 -0.0150 188.11 -0.0813 5/1/2013 1630.74 0.0208 204.76 0.0319 4/1/2013 1597.57 0.0181 198.43 -0.0504 3/1/2013 1569.19 0.0360 208.97 0.0621 2/1/2013 1514.68 0.0111 196.76 -0.0069 1/2/2013 1498.11 0.0504 198.12 0.0601 12/3/2012 1426.19 0.0071 186.88 0.0078 11/1/2012 1416.18 0.0028 185.44 -0.0186 10/1/2012 1412.16 -0.0198 188.96 -0.0623 9/4/2012 1440.67 0.0242 201.51 0.0647 8/1/2012 1406.58 0.0198 189.27 -0.0015 7/2/2012 1379.32 0.0126 189.56 0.0021 6/1/2012 1362.16 0.0396 189.17 0.0139 5/1/2012 1310.33 -0.0627 186.58 -0.0646 4/2/2012 1397.91 -0.0075 199.46 -0.0075 3/1/2012 1408.47 0.0313 200.97 0.0606 2/1/2012 1365.68 0.0406 189.49 0.0254 1/3/2012 1312.41 0.0436 184.79 0.0474 12/1/2011 1257.6 0.0085 176.43 -0.0219 11/1/2011 1246.96 -0.0051 180.38 0.0223 10/3/2011 1253.3 0.1077 176.44 0.0558 9/1/2011 1131.42 -0.0718 167.11 0.0172 8/1/2011 1218.89 -0.0568 164.28 -0.0506 7/1/2011 1292.28 -0.0215 173.03 0.0600 6/1/2011 1320.64 -0.0183 163.23 0.0156 5/2/2011 1345.2 -0.0135 160.73 -0.0053 4/1/2011 1363.61 0.0285 161.58 0.0460 3/1/2011 1325.83 -0.0010 154.47 0.0074 2/1/2011 1327.22 0.0320 153.34 0.0032 1/3/2011 1286.12 0.0226 152.85 0.1038 12/1/2010 1257.64 0.0653 138.47 0.0375 11/1/2010 1180.55 -0.0023 133.47 -0.0105 10/1/2010 1183.26 0.0369 134.89 0.0706 9/1/2010 1141.2 0.0876 126 0.0894 8/2/2010 1049.33 -0.0474 115.66 -0.0363 7/1/2010 1101.6 0.0688 120.02 0.0399 6/1/2010 1030.71 -0.0539 115.42 -0.0142 5/3/2010 1089.41 -0.0820 117.08 -0.0240 4/1/2010 1186.69 0.0148 119.96 0.0059 3/1/2010 1169.43 0.0588 119.26 0.0085 2/1/2010 1104.49 0.0285 118.25 0.0436 1/4/2010 1073.87 -0.0370 113.31 -0.0650 12/1/2009 1115.1 0.0178 121.19 0.0361 11/2/2009 1095.63 0.0574 116.97 0.0523 10/1/2009 1036.19 -0.0198 111.16 0.0083 9/1/2009 1057.08 0.0357 110.24 0.0132 8/3/2009 1020.62 0.0336 108.8 0.0056 7/1/2009 987.48 0.0741 108.19 0.1294 6/1/2009 919.32 0.0002 95.79 -0.0175 5/1/2009 919.14 0.0531 97.5 0.0351 4/1/2009 872.81 #VALUE! 94.19 #VALUE! 3/10/2009 797.87 88.42 http://www.youtube.com/watch?v=ZmlE1ktg-Wg To load add-ins in 2007 REGRESSION: IBM vs. Market Regression analysis is performed by following this command path: Tools => Data Analysis => Regression. This will yield the Regression input box. If Data Analysis is not an option in your Tools menu, you will have to load that program. Click on the Add-Ins option in the Tools menu. When the Add-Ins box appears, click on Analysis ToolPak and a check mark will appear next to the Analysis ToolPak. Then, click OK and you will now be able to access Data Analysis. From this point, you must designate the Y input range (stock returns) and the X input range (market returns). You can have the summary output placed in a new worksheet, or you can have it shown directly in the worksheet, as we did here. The filled-in For our example, the Y range is: $E$24: $E$82 The X range is $C$24:$C$82 Place the output beginning at A100 SUMMARY OUTPUT Regression Statistics Multiple R 0.635349 R Square 0.403669 Adjusted R 0.393207 Standard E 0.043532 Observatio 59 ANOVA df Regression Residual Total SS MS F Significance F 1 0.073119 0.073119 38.58443 6.459506E-008 57 0.108017 0.001895 58 0.181136 Coefficients Standard Error t Stat P-value Intercept 0.014167 0.005667 2.499659 0.015334 X Variable 0.643321 0.103567 6.211637 6.46E-008 Lower 95% Upper 95% Lower 95.0%pper 95.0% U 0.0028178158 0.025516 0.002818 0.025516 0.435931535 0.85071 0.435932 0.85071 the equation is highly significant with a level of .000000064595 A significance level of .10 or lower is acceptable IBM's beta is 0.643 with a signficance level of .0000000646 You also have confidence intervals. These ranges can be helpful when trying to reconcile the calculated beta with published betas. Date 11/2/2015 10/1/2015 9/1/2015 8/3/2015 7/1/2015 6/1/2015 5/1/2015 4/1/2015 3/2/2015 2/2/2015 1/2/2015 12/1/2014 11/3/2014 10/1/2014 9/2/2014 8/1/2014 7/1/2014 6/2/2014 5/1/2014 4/1/2014 3/3/2014 2/3/2014 1/2/2014 12/2/2013 11/1/2013 10/1/2013 9/3/2013 8/1/2013 7/1/2013 6/3/2013 5/1/2013 4/1/2013 3/1/2013 2/1/2013 1/2/2013 12/3/2012 11/1/2012 10/1/2012 9/4/2012 8/1/2012 7/2/2012 6/1/2012 5/1/2012 4/2/2012 3/1/2012 2/1/2012 1/3/2012 12/1/2011 11/1/2011 10/3/2011 9/1/2011 8/1/2011 7/1/2011 6/1/2011 5/2/2011 4/1/2011 3/1/2011 2/1/2011 1/3/2011 12/1/2010 11/16/2010 Open 2080.76001 1919.65002 1970.08997 2104.48999 2067 2108.63989 2087.37988 2067.62988 2105.22998 1996.67004 2058.8999 2065.78003 2018.20996 1971.43994 2004.06995 1929.80005 1962.29004 1923.87 1884.39002 1873.95996 1857.68005 1782.68005 1845.85999 1806.55005 1758.69995 1682.41003 1635.94995 1689.42004 1609.78003 1631.70996 1597.55005 1569.18005 1514.68005 1498.10999 1426.18994 1416.33997 1412.19995 1440.90002 1406.54004 1379.31995 1362.32996 1309.87 1397.85999 1408.46997 1365.90002 1312.44995 1258.85999 1246.91003 1251 1131.20996 1219.12 1292.58997 1320.64002 1345.19995 1365.20996 1329.47998 1328.64002 1289.14002 1257.62 1186.59998 1194.79004 High 2116.47998 2094.32007 2020.85999 2112.65991 2132.82007 2129.87012 2134.71997 2125.91992 2117.52002 2119.59009 2072.36011 2093.55005 2075.76001 2018.18994 2019.26001 2005.04004 1991.39002 1968.17004 1924.03003 1897.28003 1883.96997 1867.92004 1850.83997 1849.43994 1813.55005 1775.21997 1729.85999 1709.67004 1698.78003 1654.18994 1687.18005 1597.56995 1570.28003 1530.93994 1509.93994 1448 1434.27002 1470.95996 1474.51001 1426.68005 1391.73999 1363.45996 1415.31995 1422.38001 1419.15002 1378.04004 1333.46997 1269.37 1277.55005 1292.66003 1229.29004 1307.38001 1356.47998 1345.19995 1370.57996 1364.56006 1332.28003 1344.06995 1302.67004 1262.59998 1200.29004 Low 2019.39002 1893.69995 1871.91003 1867.01001 2044.02002 2056.32007 2067.92993 2048.37988 2039.68994 1980.90002 1988.12 1972.56006 2001.01001 1820.66003 1964.04004 1904.78003 1930.67004 1915.97998 1859.79004 1814.35999 1834.43994 1737.92004 1770.44995 1767.98999 1746.19995 1646.46997 1633.41003 1627.46997 1604.56995 1560.32996 1581.28003 1536.03003 1501.47998 1485.01001 1426.18994 1398.10999 1343.34998 1403.28003 1396.56006 1354.65002 1325.41003 1266.73999 1291.97998 1357.38001 1340.03003 1312.44995 1258.85999 1202.37 1158.66003 1074.77002 1114.21997 1101.54004 1282.85999 1258.06995 1311.80005 1294.69995 1249.05005 1289.14002 1257.62 1186.59998 1173 Close 2053.18994 2079.36011 1920.03003 1972.18005 2103.84009 2063.11011 2107.38989 2085.51001 2067.88989 2104.5 1994.98999 2058.8999 2067.56006 2018.05005 1972.29004 2003.37 1930.67004 1960.22998 1923.56995 1883.94995 1872.33997 1859.44995 1782.58997 1848.35999 1805.81006 1756.54004 1681.55005 1632.96997 1685.72998 1606.28003 1630.73999 1597.56995 1569.18994 1514.68005 1498.10999 1426.18994 1416.18005 1412.16003 1440.67004 1406.57996 1379.31995 1362.16003 1310.32996 1397.91003 1408.46997 1365.68005 1312.41003 1257.59998 1246.95996 1253.30005 1131.42004 1218.89002 1292.28003 1320.64002 1345.19995 1363.60999 1325.82996 1327.21997 1286.12 1257.64002 1180.55005 Volume 4336878100 4095504500 4023497100 4214851900 3709178600 3513296300 3298780000 3521458000 3638745400 3806470500 4091934500 3788631300 3479201500 4260310800 3364623800 2875718500 3214440400 3158130000 3185100900 3589287600 3579015700 3875949400 3806266600 3203412300 3261324500 3498866500 3474152000 3069868600 3270645900 3996199000 3661220400 3674685000 3591577500 3851884200 3802304200 3479625500 3593110000 3587115700 3857553100 3183567800 3663113300 4103472300 4158095900 3916786000 3980752200 4143404000 4190155500 3667346600 4289379000 4874946600 5104933800 4942913400 4308168000 4105601300 4114534200 4042194000 4046691700 3182974200 4816605000 3762922700 4244730000 Adj Close 2053.18994 2079.36011 1920.03003 1972.18005 2103.84009 2063.11011 2107.38989 2085.51001 2067.88989 2104.5 1994.98999 2058.8999 2067.56006 2018.05005 1972.29004 2003.37 1930.67004 1960.22998 1923.56995 1883.94995 1872.33997 1859.44995 1782.58997 1848.35999 1805.81006 1756.54004 1681.55005 1632.96997 1685.72998 1606.28003 1630.73999 1597.56995 1569.18994 1514.68005 1498.10999 1426.18994 1416.18005 1412.16003 1440.67004 1406.57996 1379.31995 1362.16003 1310.32996 1397.91003 1408.46997 1365.68005 1312.41003 1257.59998 1246.95996 1253.30005 1131.42004 1218.89002 1292.28003 1320.64002 1345.19995 1363.60999 1325.82996 1327.21997 1286.12 1257.64002 1180.55005 Date 11/2/2015 10/1/2015 9/1/2015 8/3/2015 7/1/2015 6/1/2015 5/1/2015 4/1/2015 3/2/2015 2/2/2015 1/2/2015 12/1/2014 11/3/2014 10/1/2014 9/2/2014 8/1/2014 7/1/2014 6/2/2014 5/1/2014 4/1/2014 3/3/2014 2/3/2014 1/2/2014 12/2/2013 11/1/2013 10/1/2013 9/3/2013 8/1/2013 7/1/2013 6/3/2013 5/1/2013 4/1/2013 3/1/2013 2/1/2013 1/2/2013 12/3/2012 11/1/2012 10/1/2012 9/4/2012 8/1/2012 7/2/2012 6/1/2012 5/1/2012 4/2/2012 3/1/2012 2/1/2012 1/3/2012 12/1/2011 11/1/2011 10/3/2011 9/1/2011 8/1/2011 7/1/2011 6/1/2011 5/2/2011 4/1/2011 3/1/2011 2/1/2011 1/3/2011 12/1/2010 11/16/2010 Open 103.010002 99 95.809998 102.489998 97.519997 99.769997 100.949997 96.489998 101.730003 99 111.269997 110.300003 104.910004 98.440002 97.629997 96.669998 103.400002 104.129997 98.5 97.739998 95.260002 95.099998 104.629997 102.139999 98.279999 91.43 86.230003 87.370003 86.919998 85.870003 85.82 85.809998 82.550003 79.199997 75.089996 73.5 73.379997 72.089996 73.57 75.809998 78.230003 74 78.139999 80.309998 77.150002 76.370003 74.010002 71.57 69.199997 63.110001 67.330002 69.860001 73.089996 73.510002 75.339996 74.989998 73.760002 74 73.18 70.970001 67.699997 High 105.370003 107.32 101.790001 104.07 102.760002 101.68 102.839996 101.980003 102.370003 102.82 114.400002 113.099998 111.089996 105.839996 100.389999 99.160004 105.089996 104.300003 104.18 99.849998 99.07 97.910004 104.910004 105.370003 103.040001 98.989998 92.120003 88.690002 91.779999 87.82 89.959999 86.459999 85.93 84.870003 82.760002 76.199997 74.5 74.139999 75.25 76.879997 80.529999 78.760002 78.910004 80.970001 81.790001 77.550003 76.93 73.809998 71.800003 72.040001 68.419998 69.860001 75.800003 73.68 75.580002 75.339996 74.949997 77 73.889999 73.940002 70.650002 Low 101.43 96.959999 94.650002 93.639999 94.150002 96.809998 98.580002 94.879997 96.32 98.339996 98.290001 106.470001 104.660004 94.050003 96.510002 94.870003 97.019997 100.519997 97.339996 95.449997 94.809998 93.190002 94.019997 100.650002 97.75 88.449997 85.699997 85.18 85.25 84.199997 84.650002 81.949997 82.279999 79 75.019997 71.959999 69.559998 71.019997 71.18 73.57 73.510002 72.150002 73.559998 76.559998 75.379997 75.459999 72.150002 70.379997 66.459999 61.27 61.119999 60.740002 68.360001 68.129997 72.290001 71.480003 70.209999 72.830002 70.349998 70.870003 66.900002 Close Volume Adj Close 103.139999 2965300 103.139999 103.019997 3132400 102.302399 98.690002 3503800 98.002563 97.650002 3681400 96.96981 102.360001 3128800 100.925323 96.910004 2878300 95.551712 99.220001 3390800 97.829338 100.529999 3711000 98.393242 96.940002 3061700 94.879555 101.730003 3104500 99.567741 98.839996 4940300 96.050995 111.169998 3349900 108.033073 109.919998 3888800 106.818344 104.910004 3862200 101.320869 98.290001 3024000 94.927345 97.330002 2961700 94.000191 97.089996 2480100 93.118164 102.660004 2500000 98.460312 103.879997 2515500 99.630394 98.5 3284300 93.850189 97.379997 3001200 92.783058 95.769997 3788000 91.249062 95.230003 4222400 90.095848 105.080002 2894300 99.414803 102.379997 3227800 96.860367 98.239998 3384300 92.373245 91.370003 2795400 85.913521 85.580002 2650700 80.469292 86.800003 4037800 81.037796 86.480003 3404400 80.739037 85.900002 3844700 80.19754 85.839996 3658400 79.583412 85.900002 3658300 79.639046 82.650002 4217600 76.625923 79.290001 4644000 72.967018 73.730003 3799000 67.850403 73.110001 3471500 67.279839 73.25 3877200 66.862114 71.57 6734900 65.328621 73.809998 2541700 67.373276 75.610001 4014700 68.502609 78.760002 3529100 71.356506 74.940002 3749200 67.895592 78.139999 3743700 70.271744 80.720001 4025100 72.591949 76.989998 4162100 69.237541 75.650002 4637200 67.527084 73.190002 4091600 65.331223 71.75 4563400 64.045845 70.239998 5063800 62.242313 63.150002 7051500 55.959599 67.389999 7514400 59.71682 69.220001 4883100 60.848351 72.93 4745200 64.10965 73.489998 4110200 64.601921 74.970001 3532800 65.443855 74.32 4887800 64.87645 73.800003 4966500 64.422523 71.620003 4048900 62.083622 72.580002 3576100 62.915794 70.129997 4779800 60.792015

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