The output below is generated 4 from regressing FORDs excess returns on markets excess returns (S&P 500).
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Question:
The output below is generated 4 from regressing FORDs excess returns on markets excess returns (S&P 500).
Is FORD more or less risky than the S&P 500?
How did FORD perform relative to the market on a risk-adjusted basis? (assuming CAPM is true)
How well does CAPM explain the returns on FORD?
Coefficient Estimate -0.01 0.09 0.95 60 P-value P 0.02 0.01 Intercept Market index Adj R-sq Observations Coefficient Estimate -0.01 0.09 0.95 60 P-value P 0.02 0.01 Intercept Market index Adj R-sq Observations
Related Book For
Managerial Decision Modeling With Spreadsheets
ISBN: 718
3rd Edition
Authors: Nagraj Balakrishnan, Barry Render, Jr. Ralph M. Stair
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