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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 | ||
Mar 01 | -4.50% | -6.34% | 0.44% | |||
Apr 01 | 8.75% | 7.77% | 0.38% | |||
May 01 | 1.03% | 0.67% | 0.37% | |||
Jun 01 | -2.45% | -2.43% | 0.32% | |||
Jul 01 | -1.87% | -0.98% | 0.31% | |||
Aug 01 | -3.77% | -6.26% | 0.30% | |||
Sep 01 | -7.43% | -8.08% | 0.29% | |||
Oct 01 | 2.09% | 1.91% | 0.26% | |||
Nov 01 | 5.94% | 7.67% | 0.21% | |||
Dec 01 | 1.99% | 0.88% | 0.18% | |||
Jan 02 | -1.18% | -1.46% | 0.16% | |||
Feb 02 | -1.45% | -1.93% | 0.13% | |||
Mar 02 | 4.95% | 3.76% | 0.15% | |||
Apr 02 | -5.28% | -6.06% | 0.14% | |||
May 02 | -0.68% | -0.74% | 0.15% | |||
Jun 02 | -8.26% | -7.12% | 0.14% | |||
Jul 02 | -7.03% | -7.79% | 0.15% | |||
Aug 02 | 0.80% | 0.66% | 0.14% | |||
Sep 02 | -10.07% | -10.87% | 0.14% | |||
Oct 02 | 6.93% | 8.80% | 0.14% | |||
Nov 02 | 4.13% | 5.89% | 0.13% | |||
Dec 02 | -4.99% | -5.87% | 0.12% | |||
Jan 03 | -2.11% | -2.62% | 0.11% | |||
Feb 03 | -1.51% | -1.50% | 0.09% | |||
Mar 03 | 1.66% | 0.97% | 0.10% | |||
Apr 03 | 6.85% | 8.24% | 0.10% | |||
May 03 | 5.13% | 5.27% | 0.10% | |||
Jun 03 | 1.11% | 1.28% | 0.09% | |||
Jul 03 | 1.96% | 1.76% | 0.09% | |||
Aug 03 | 2.37% | 1.95% | 0.08% | |||
Sep 03 | -0.23% | -1.06% | 0.08% | |||
Oct 03 | 5.56% | 5.66% | 0.08% | |||
Nov 03 | 1.48% | 0.88% | 0.08% | |||
Dec 03 | 4.23% | 5.24% | 0.08% | |||
Jan 04 | 2.24% | 1.84% | 0.08% | |||
Feb 04 | 2.34% | 1.39% | 0.07% | |||
Mar 04 | -0.86% | -1.51% | 0.08% | |||
Apr 04 | -2.23% | -1.57% | 0.08% | |||
May 04 | 1.88% | 1.37% | 0.08% | |||
Jun 04 | 2.50% | 1.94% | 0.08% | |||
Jul 04 | -3.94% | -3.31% | 0.10% | |||
Aug 04 | -0.19% | 0.40% | 0.11% | |||
Sep 04 | 1.42% | 1.08% | 0.12% | |||
Oct 04 | 1.96% | 1.53% | 0.13% | |||
Nov 04 | 5.21% | 4.05% | 0.14% | |||
Dec 04 | 3.23% | 3.40% | 0.16% | |||
Jan 05 | -2.72% | -2.44% | 0.18% | |||
Feb 05 | 2.57% | 2.10% | 0.18% | |||
Mar 05 | -0.58% | -1.77% | 0.21% | |||
Apr 05 | -2.07% | -1.90% | 0.22% | |||
May 05 | 3.84% | 3.18% | 0.24% | |||
Jun 05 | 0.66% | 0.14% | 0.24% | |||
Jul 05 | 4.16% | 3.72% | 0.25% | |||
Aug 05 | -0.72% | -0.91% | 0.27% | |||
Sep 05 | 1.96% | 0.81% | 0.27% | |||
Oct 05 | -2.02% | -1.67% | 0.29% | |||
Nov 05 | 4.75% | 3.78% | 0.30% | |||
Dec 05 | 0.83% | 0.03% | 0.32% | |||
Jan-06 | 4.15% | 2.65% | 0.33% | |||
Feb-06 | 0.05% | 0.27% | 0.32% | |||
Mar-06 | 1.00% | 1.24% | 0.37% |
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