Question
Use the data table to estimate the beta of Nike and HP Inc. stock based on their monthly returns from 2011-2015. ( Hint : You
Use the data table to estimate the beta of Nike and HP Inc. stock based on their monthly returns from 2011-2015.
(Hint:
You can use the slope() function in Excel.)
| Monthly Returns |
|
|
|
| Date | Nike | HP Inc. | S&P 500 |
| Jan-11 | -3.442% | 8.527% | 2.330% |
| Feb-11 | 7.941% | -4.509% | 3.474% |
| Mar-11 | -14.624% | -5.913% | -0.005% |
| Apr-11 | 8.745% | -1.465% | 2.896% |
| May-11 | 2.587% | -7.406% | -1.121% |
| Jun-11 | 6.915% | -2.301% | -1.706% |
| Jul-11 | 0.189% | -3.379% | -2.000% |
| Aug-11 | -3.882% | -25.988% | -5.498% |
| Sep-11 | -0.958% | -13.292% | -6.910% |
| Oct-11 | 12.677% | 18.530% | 10.915% |
| Nov-11 | -0.176% | 5.036% | -0.406% |
| Dec-11 | 0.572% | -7.406% | 1.024% |
| Jan-12 | 7.907% | 8.618% | 4.637% |
| Feb-12 | 3.779% | -9.543% | 4.341% |
| Mar-12 | 0.815% | -5.373% | 3.214% |
| Apr-12 | 3.163% | 3.903% | -0.668% |
| May-12 | -2.977% | -8.401% | -6.006% |
| Jun-12 | -18.857% | -10.750% | 4.045% |
| Jul-12 | 6.345% | -9.299% | 1.183% |
| Aug-12 | 4.681% | -7.456% | 2.505% |
| Sep-12 | -2.516% | 1.848% | 2.543% |
| Oct-12 | -3.719% | -18.816% | -1.820% |
| Nov-12 | 6.675% | -6.209% | 0.566% |
| Dec-12 | 6.299% | 10.716% | 0.902% |
| Jan-13 | 4.748% | 15.860% | 5.119% |
| Feb-13 | 1.147% | 21.987% | 1.276% |
| Mar-13 | 8.355% | 19.027% | 3.795% |
| Apr-13 | 7.778% | -13.591% | 1.921% |
| May-13 | -2.720% | 18.544% | 2.361% |
| Jun-13 | 3.276% | 2.150% | -1.340% |
| Jul-13 | -1.193% | 3.548% | 5.168% |
| Aug-13 | 0.175% | -13.006% | -2.999% |
| Sep-13 | 15.632% | -5.394% | 3.176% |
| Oct-13 | 4.295% | 16.103% | 4.631% |
| Nov-13 | 4.461% | 12.228% | 2.964% |
| Dec-13 | -0.329% | 2.834% | 2.580% |
| Jan-14 | -7.363% | 3.645% | -3.525% |
| Feb-14 | 7.811% | 3.034% | 4.552% |
| Mar-14 | -5.671% | 8.785% | 0.829% |
| Apr-14 | -1.232% | 2.163% | 0.695% |
| May-14 | 5.757% | 1.331% | 2.321% |
| Jun-14 | 0.832% | 1.015% | 2.064% |
| Jul-14 | -0.542% | 5.730% | -1.344% |
| Aug-14 | 2.152% | 6.712% | 3.946% |
| Sep-14 | 13.558% | -6.237% | -1.371% |
| Oct-14 | 4.226% | 1.156% | 2.355% |
| Nov-14 | 6.798% | 8.863% | 2.747% |
| Dec-14 | -2.880% | 3.149% | -0.253% |
| Jan-15 | -4.056% | -9.968% | -2.963% |
| Feb-15 | 5.583% | -3.570% | 5.620% |
| Mar-15 | 3.305% | -10.103% | -1.566% |
| Apr-15 | -1.485% | 5.809% | 0.983% |
| May-15 | 3.147% | 1.304% | 1.286% |
| Jun-15 | 6.246% | -9.623% | -2.018% |
| Jul-15 | 6.665% | 1.699% | 2.259% |
| Aug-15 | -3.012% | -8.060% | -6.095% |
| Sep-15 | 10.291% | -8.104% | -2.533% |
| Oct-15 | 6.554% | 5.271% | 8.506% |
| Nov-15 | 0.954% | 2.422% | 0.366% |
| Dec-15 | -5.262% | -4.593% | -1.729% |
The estimated monthly beta for
Nike is __________.
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Corporate And Project Finance Modeling Theory And Practice
Authors: Edward Bodmer
1st Edition
1118854365, 9781118854365
