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Your assignment is to: 1) Perform a CAPM regression scatter plot in Excel 2) Use the slope function in Excel to find the stock's beta
Your assignment is to:
1) Perform a CAPM regression scatter plot in Excel
2) Use the slope function in Excel to find the stock's beta
3) Use the y-intercept function in Excel to find the stock's alpha
4) Print your regression graph and make sure it contains a descriptive title; axis labels; and draw in the best-fit regression line. Also include a table showing the stock's beta & alpha. Do NOT include the source data.
XYZ Stock | S&P 500 | 90d T-Bill | R(XYZ) - Rf | Rm - Rf |
-4.50% | -6.34% | 0.44% | ||
8.75% | 7.77% | 0.38% | ||
1.03% | 0.67% | 0.37% | ||
-2.45% | -2.43% | 0.32% | ||
-1.87% | -0.98% | 0.31% | ||
-3.77% | -6.26% | 0.30% | ||
-7.43% | -8.08% | 0.29% | ||
2.09% | 1.91% | 0.26% | ||
5.94% | 7.67% | 0.21% | ||
1.99% | 0.88% | 0.18% | ||
-1.18% | -1.46% | 0.16% | ||
-1.45% | -1.93% | 0.13% | ||
4.95% | 3.76% | 0.15% | ||
-5.28% | -6.06% | 0.14% | ||
-0.68% | -0.74% | 0.15% | ||
-8.26% | -7.12% | 0.14% | ||
-7.03% | -7.79% | 0.15% | ||
0.80% | 0.66% | 0.14% | ||
-10.07% | -10.87% | 0.14% | ||
6.93% | 8.80% | 0.14% | ||
4.13% | 5.89% | 0.13% | ||
-4.99% | -5.87% | 0.12% | ||
-2.11% | -2.62% | 0.11% | ||
-1.51% | -1.50% | 0.09% | ||
1.66% | 0.97% | 0.10% | ||
6.85% | 8.24% | 0.10% | ||
5.13% | 5.27% | 0.10% | ||
1.11% | 1.28% | 0.09% | ||
1.96% | 1.76% | 0.09% | ||
2.37% | 1.95% | 0.08% | ||
-0.23% | -1.06% | 0.08% | ||
5.56% | 5.66% | 0.08% | ||
1.48% | 0.88% | 0.08% | ||
4.23% | 5.24% | 0.08% | ||
2.24% | 1.84% | 0.08% | ||
2.34% | 1.39% | 0.07% | ||
-0.86% | -1.51% | 0.08% | ||
-2.23% | -1.57% | 0.08% | ||
1.88% | 1.37% | 0.08% | ||
2.50% | 1.94% | 0.08% | ||
-3.94% | -3.31% | 0.10% | ||
-0.19% | 0.40% | 0.11% | ||
1.42% | 1.08% | 0.12% | ||
1.96% | 1.53% | 0.13% | ||
5.21% | 4.05% | 0.14% | ||
3.23% | 3.40% | 0.16% | ||
-2.72% | -2.44% | 0.18% | ||
2.57% | 2.10% | 0.18% | ||
-0.58% | -1.77% | 0.21% | ||
-2.07% | -1.90% | 0.22% | ||
3.84% | 3.18% | 0.24% | ||
0.66% | 0.14% | 0.24% | ||
4.16% | 3.72% | 0.25% | ||
-0.72% | -0.91% | 0.27% | ||
1.96% | 0.81% | 0.27% | ||
-2.02% | -1.67% | 0.29% | ||
4.75% | 3.78% | 0.30% | ||
0.83% | 0.03% | 0.32% | ||
4.15% | 2.65% | 0.33% | ||
0.05% | 0.27% | 0.32% | ||
1.00% | 1.24% | 0.37% |
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