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What can be interpreted from the following table of regression results? The regression equation being estimated is: return Companyx, t - returnrisk-free,t Intercept aka
What can be interpreted from the following table of regression results? The regression equation being estimated is: return Companyx, t - returnrisk-free,t Intercept aka "Alpha" Slope aka "Beta" R-square Value 0128 1.21 12% = returns&P500,t t-statistic 3.45 4.13 returnrisk-free,t p-value 0.0056 0.0001
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Here are the key things that can be interpreted from this regression output 1 The intercept also cal...
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Applied Regression Analysis And Other Multivariable Methods
Authors: David G. Kleinbaum, Lawrence L. Kupper, Azhar Nizam, Eli S. Rosenberg
5th Edition
1285051084, 978-1285963754, 128596375X, 978-1285051086
