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Using Excel, make a regression: Y(stock return) = constant + Beta*X(Index returns) + Error terms Monthly Adj close Date KLCI Stock price Nov-20 1,562.71 10.08
Using Excel, make a regression: Y(stock return) = constant + Beta*X(Index returns) + Error terms
Monthly | Adj | close |
Date | KLCI | Stock price |
Nov-20 | 1,562.71 | 10.08 |
Oct-20 | 1,466.89 | 9.54 |
Sep-20 | 1,504.82 | 10.5 |
Aug-20 | 1,525.21 | 10.86 |
Jul-20 | 1,603.75 | 11.44 |
Jun-20 | 1,500.97 | 11.62 |
May-20 | 1,473.25 | 11.26 |
Apr-20 | 1,407.78 | 12.24 |
Mar-20 | 1,350.89 | 12.02 |
Feb-20 | 1,482.64 | 12.1 |
Jan-20 | 1,531.06 | 12.46 |
Dec-19 | 1,588.76 | 13.26 |
Nov-19 | 1,561.74 | 13.16 |
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