Question
Suppose I ran regressions to find the betas of various funds against the appropriate market index. I found that all of them made sense in
Suppose I ran regressions to find the betas of various funds against the appropriate market index. I found that all of them made sense in other words, the sign of the coefficient was what I expected given the funds objective. The table containing the regression results is in the Attachment.
Which of the funds is doing the worst job at meeting their objective? Why?
Suppose I ran regressions to find the betas of various funds against the appropriate market index. I found that all of them made sense in other words, the sign of the coefficient was what I expected given the funds objective. The table containing the regression results is in the Attachment.
Which of the funds is doing the best job at meeting their objective? Why?
Which of the funds has an R-squared that doesn't make sense given what you know about that measure? Why?
USING
Fund Name | Beta against appropriate index | R-squared |
Kristina | 1.0 | 0.95 |
Andrea | 1.0 | 0.79 |
Phillip | 0.52 | 0.65 |
Brian | 2.0 | 0.89 |
Bailey | -1.0 | 0.98 |
Jonathan | -1.0 | 1.32 |
Ted | -2.0 | 0.77 |
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