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Sample of 35 Companies Selected from Dun's Review Data Descriptions: Y : Stock Price X1 : Dividend X2 : Yield(%) X3 : Earning per Share($)

Sample of 35 Companies Selected from Dun's Review Data Descriptions: Y : Stock Price X1 : Dividend X2 : Yield(%) X3 : Earning per Share($) X4 : Sales in Millions of dollars X5 : Income in millions of dollars X6 : ROS(Return on Sales) X7 : ROE(Return on Equity) X8 : Exchange Traded(1=New York ; 2=American or Over the Counter) Y X1 X2 X3 X4 X5 X6 X7 X8 40 0.17 3.9 3.61 95.1 14.6 15.4 29.9 2 41.25 0.15 3.4 5.39 450.6 21.6 4.8 14.9 1 14.5 0.1 6 2.39 1257.3 51.4 4.1 10.4 1 33.5 0.17 3.9 3.62 937.2 42.9 4.6 20.6 1 31.38 0.13 3.2 2.11 215.8 19.6 9.1 65.7 2 45 0.175 2.7 3.4 392.5 31.9 8.1 13.9 2 39.5 0.21 3 5.55 178.8 17.2 9.6 23.6 2 17.68 0.225 6.8 2.67 409.3 50.8 12.4 20.1 2 36.75 0.33 4.8 7.11 809.2 82.5 10.2 23.9 2 38.88 0.35 4.7 7.7 330.8 30.8 9.3 18.2 2 31.88 0.159 2.6 2.17 401.9 48.8 12 25.8 1 38.5 0.32 4.1 5.39 1573.2 55 3.5 14.7 1 11 0.09 4 2.22 131 10.2 7.8 31.2 2 30.5 0.34 4.5 2.8 2739 106.4 3.9 14.3 2 32.88 0.19 2.3 3.06 325.9 36.7 11.3 19.7 1 22.25 0.21 3.2 1.58 143 9 6.3 14 1 29.75 0.18 2.4 2.7 182.7 14.3 7.8 16.2 1 19.78 0.61 11.7 3.37 175.1 17.1 9.8 13.1 1 44.75 0.63 5 6.24 2924.8 142.9 4.9 16.4 1 28.13 0.45 5.3 5.75 608.4 26.7 4.4 19 1 12.38 0.12 3.2 1.75 258.7 7.9 3.1 14 2 44.75 0.26 1.7 3.19 305.2 18.2 6 15.3 1 19.18 0.45 6.9 2.13 1846.6 162.6 8.8 24.6 1 56 0.8 4.2 5.69 7613.2 491.6 6.5 16 1 52.75 0.86 4.7 7.4 4215.5 270.7 6.4 20.9 2 16.5 0.451 7.3 4.96 107.7 7.7 7.1 13.3 2 26.5 1.02 10 4.22 1933.9 204.7 10.6 11.1 1 29 0.31 2.7 2.84 48.3 5.7 11.8 19.8 2 38.5 0.22 1.4 3.29 1060.2 22.4 2.1 14.3 2 18.88 0.38 4.7 3.03 590 30.7 5.2 15.3 1 26.38 0.52 4.6 3.12 5207 327 6.3 18.2 1 23.25 0.88 8.6 3.34 750.5 83.1 11.1 15.1 1 13.5 0.47 7.3 2.21 61.8 5.5 8.9 13.5 2 22.88 0.88 7.9 2.76 173.3 17.7 10.2 10.7 1 45.25 0.98 4.2 4.78 724 34.1 4.7 19.6 1

Use the data of 35 Companies Selected from Dun's Review (a) Ignoring exchange traded, use various selection criteria and variable selection procedures to choose a satisfactory set of explanatory variables. (b) Once you have done this investigate the validity of usual model assumptions, transformations, in uential points etc., to arrive at a satisfactory fitted model. (c) If, for another company listed in Davis' Review of "240 select companies", you are told only that it has an earnings per share of 3 how might you guess its selling price? How might you guess the chance that its selling price is at least 30? (d) If you include exchange traded, compare the resulting models for stock price.

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