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The table presents the results of regressing the Walmart monthly excess stock return on the S&P500 index monthly excess return. Based on the results, is
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The table presents the results of regressing the Walmart monthly excess stock return on the S&P500 index monthly excess return. Based on the results, is Walmart stock mispriced, and is the beta of Walmart significantly different from the market beta?
Coefficients
Standard Error
Intercept
0.008072683
0.004501
S&P500
0.333891167
0.111456
Yes; Yes.
Yes; No.
No; Yes.
No; No.
The table presents the results of regressing the Walmart monthly excess stock return on the S&P500 index monthly excess return. Based on the results, is Walmart stock mispriced, and is the beta of Walmart significantly different from the market beta?
|
| Coefficients | Standard Error |
| Intercept | 0.008072683 | 0.004501 |
| S&P500 | 0.333891167 | 0.111456 |
| Yes; Yes. | ||
| Yes; No. | ||
| No; Yes. | ||
| No; No. |
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