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SUMMARY OUTPUT Regression Statistics Multiple R 0.884880827 R Square 0.783014078 Adjusted R Square 0.779514305 Standard Error 0.003341683 Observations 64 ANOVA df SS MS F Significance
| SUMMARY OUTPUT | ||||||||
| Regression Statistics | ||||||||
| Multiple R | 0.884880827 | |||||||
| R Square | 0.783014078 | |||||||
| Adjusted R Square | 0.779514305 | |||||||
| Standard Error | 0.003341683 | |||||||
| Observations | 64 | |||||||
| ANOVA | ||||||||
| df | SS | MS | F | Significance F | ||||
| Regression | 1 | 0.00249839 | 0.002498 | 223.7328 | 3.05229E-22 | |||
| Residual | 62 | 0.000692345 | 1.12E-05 | |||||
| Total | 63 | 0.003190735 | ||||||
| Coefficients | Standard Error | t Stat | P-value | Lower 95% | Upper 95% | Lower 95.0% | Upper 95.0% | |
| Intercept | -0.000150294 | 0.000421339 | -0.35671 | 0.722523 | -0.000992538 | 0.000692 | -0.00099 | 0.000692 |
| Market | 0.903072579 | 0.060375092 | 14.9577 | 3.05E-22 | 0.78238449 | 1.023761 | 0.782384 | 1.023761 |
Did your portfolio in #6 beat the market? Why? Which performance measure is the most appropriate? Why?
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Finance For Executives Managing For Value Creation
Authors: Gabriel Hawawini, Claude Viallet
2nd Edition
0324117752, 9780324117752
