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You run a regression for a stock's return on a market index and find the following Excel output: Multiple R 0.35 R-Square 0.12 Adjusted R-Square
You run a regression for a stock's return on a market index and find the following Excel output:
Multiple R | 0.35 | |
R-Square | 0.12 | |
Adjusted R-Square | 0.02 | |
Standard Error | 38.45 | |
Observations | 12 | |
Coefficients | Standard Error | t-Stat | p-Value | |||||
Intercept | 4.05 | 15.44 | 0.26 | 0.80 | ||||
Market | 1.32 | 0.97 | 1.36 | 0.10 | ||||
The characteristic line for this stock is Rstock = ___ + ___ Rmarket.
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.35; .12
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4.05; 1.32
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15.44; .97
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.26; 1.36
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