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Regression Statistics R (correlations) 0.4327 R Square 0.2138 Adj. R Square 0.2053 Observations 120 Coefficients p-value LCL UCL Intercept 0.537 0.0097 0.1028 1.3684 S&P 500
Regression Statistics R (correlations) 0.4327 R Square 0.2138 Adj. R Square 0.2053 Observations 120 Coefficients p-value LCL UCL Intercept 0.537 0.0097 0.1028 1.3684 S&P 500 1.214 0.0000 0.7869 1.6025 LCL - Lower confidence interval (95%) UCL - Upper confidence interval (95%) The table above represents the regression results of Stock A's monthly excess returns versus the S&P 500 monthly excess returns over a 120-month period. Based on the results above, what is the beta for Stock A
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Mathematical Applications for the Management Life and Social Sciences
Authors: Ronald J. Harshbarger, James J. Reynolds
11th edition
9781337032247, 9781305465183, 1305108043, 1337032247, 1305465180, 978-1305108042
