Mathematics Assignment 4 Pages

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FIN_Beta_Average_Standard_Deviation_Stock_analysis_31.xlsx
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Sheet1

Date Close R HD S&P Index R SP
‎May‎ ‎18‎, ‎2017 155.31 -0.00500 2369.92 0.00547
‎May‎ ‎17‎, ‎2017 156.09 -0.01371 2357.03 -0.01818
‎May‎ ‎16‎, ‎2017 158.26 0.00591 2400.67 -0.00069
‎May‎ ‎15‎, ‎2017 157.33 0.00261 2402.32 0.00478
‎May‎ ‎12‎, ‎2017 156.92 0.00461 2390.9 -0.00148
‎May‎ ‎11‎, ‎2017 156.2 -0.01221 2394.44 -0.00216
‎May‎ ‎10‎, ‎2017 158.13 0.00285 2399.63 0.00113
‎May‎ ‎09‎, ‎2017 157.68 0.00504 2396.92 -0.00103
‎May‎ ‎08‎, ‎2017 156.89 0.00745 2399.38 0.00004
‎May‎ ‎05‎, ‎2017 155.73 0.00562 2399.29 0.00409
‎May‎ ‎04‎, ‎2017 154.86 -0.00090 2389.52 0.00058
‎May‎ ‎03‎, ‎2017 155 0.00032 2388.13 -0.00127
‎May‎ ‎02‎, ‎2017 154.95 0.00480 2391.17 0.00119
‎May‎ ‎01‎, ‎2017 154.21 -0.01211 2388.33 0.00173
‎Apr‎ ‎28‎, ‎2017 156.1 -0.00013 2384.2 -0.00191
‎Apr‎ ‎27‎, ‎2017 156.12 0.01232 2388.77 0.00055
‎Apr‎ ‎26‎, ‎2017 154.22 0.00778 2387.45 -0.00049
‎Apr‎ ‎25‎, ‎2017 153.03 0.00751 2388.61 0.00609
‎Apr‎ ‎24‎, ‎2017 151.89 0.01260 2374.15 0.01084
‎Apr‎ ‎21‎, ‎2017 150 0.00861 2348.69 -0.00304
‎Apr‎ ‎20‎, ‎2017 148.72 0.01019 2355.84 0.00756
‎Apr‎ ‎19‎, ‎2017 147.22 -0.00365 2338.17 -0.00172
‎Apr‎ ‎18‎, ‎2017 147.76 0.00305 2342.19 -0.00329
‎Apr‎ ‎17‎, ‎2017 147.31 0.00959 2349.91 0.00900
‎Apr‎ ‎13‎, ‎2017 145.91 -0.00430 2328.95 -0.00681
‎Apr‎ ‎12‎, ‎2017 146.54 -0.01120 2344.93 -0.00376
‎Apr‎ ‎11‎, ‎2017 148.2 -0.00007 2353.78 -0.00144
‎Apr‎ ‎10‎, ‎2017 148.21 0.00734 2357.17 0.00069
‎Apr‎ ‎07‎, ‎2017 147.13 -0.00075 2355.54 -0.00083
‎Apr‎ ‎06‎, ‎2017 147.24 0.00409 2357.49 0.00193
‎Apr‎ ‎05‎, ‎2017 146.64 0.00205 2352.95 -0.00305
‎Apr‎ ‎04‎, ‎2017 146.34 -0.00191 2360.16 0.00056
‎Apr‎ ‎03‎, ‎2017 146.62 -0.00143 2358.84 -0.00164
‎Mar‎ ‎31‎, ‎2017 146.83 -0.00082 2362.72 -0.00226
‎Mar‎ ‎30‎, ‎2017 146.95 -0.00061 2368.06 0.00294
‎Mar‎ ‎29‎, ‎2017 147.04 -0.00109 2361.13 0.00109
‎Mar‎ ‎28‎, ‎2017 147.2 0.00225 2358.57 0.00725
‎Mar‎ ‎27‎, ‎2017 146.87 -0.00569 2341.59 -0.00102
‎Mar‎ ‎24‎, ‎2017 147.71 -0.00189 2343.98 -0.00084
‎Mar‎ ‎23‎, ‎2017 147.99 0.00428 2345.96 -0.00106
‎Mar‎ ‎22‎, ‎2017 147.36 0.00512 2348.45 0.00189
‎Mar‎ ‎21‎, ‎2017 146.61 -0.00805 2344.02 -0.01241
‎Mar‎ ‎20‎, ‎2017 147.8 -0.01203 2373.47 -0.00201
‎Mar‎ ‎17‎, ‎2017 149.6 0.00585 2378.25 -0.00131
‎Mar‎ ‎16‎, ‎2017 148.73 0.00527 2381.38 -0.00163
‎Mar‎ ‎15‎, ‎2017 147.95 0.00537 2385.26 0.00837
‎Mar‎ ‎14‎, ‎2017 147.16 -0.00183 2365.45 -0.00338
‎Mar‎ ‎13‎, ‎2017 147.43 0.00395 2373.47 0.00037
‎Mar‎ ‎10‎, ‎2017 146.85 0.00157 2372.6 0.00327
‎Mar‎ ‎09‎, ‎2017 146.62 -0.00204 2364.87 0.00080
‎Mar‎ ‎08‎, ‎2017 146.92 0.00616 2362.98 -0.00228
‎Mar‎ ‎07‎, ‎2017 146.02 2368.39
average 0.00123 average 0.00002
standard deviation 0.00638 standard deviation 0.00480
correlation coefficient 0.54260
SUMMARY OUTPUT
Regression Statistics
beta 0.7218407233 Multiple R 0.5425960988
R Square 0.2944105264
Adjusted R Square 0.2800107412
beta 0.7218407233 Standard Error 0.0054139992
Observations 51
ANOVA
df SS MS F Significance F
Regression 1 0.0005992854 0.0005992854 20.44548046 0.00003901
Residual 49 0.001436258 0.0000293114
Total 50 0.0020355433
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%
Intercept 0.0012128165 0.0007581212 1.599765975 0.1160792794 -0.0003106851 0.002736318 -0.0003106851 0.002736318
R SP 0.7218407233 0.1596403676 4.521667884 0.00003901 0.4010313937 1.042650053 0.4010313937 1.042650053
RESIDUAL OUTPUT
Observation Predicted R HD Residuals
1 0.0051603805 -0.0101574976
2 -0.0119089909 -0.0018026229
3 0.0007170302 0.005194112
4 0.0046606483 -0.0020478519
5 0.0001456291 0.004463846
6 -0.0003484048 -0.0118567429
7 0.0020289423 0.000824939
8 0.0004727385 0.0045626366
9 0.0012398935 0.0062088961
10 0.0041641974 0.0014537801
11 0.0016329605 -0.0025361863
12 0.0002951085 0.0000275763
13 0.0020711684 0.0027274828
14 0.0024632158 -0.0145708392
15 -0.0001681504 0.0000400438
16 0.0016119158 0.0107081464
17 0.0008622631 0.0069139899
18 0.0056092602 0.0018961714
19 0.0090376315 0.0035623685
20 -0.000977978 0.0095847558
21 0.0066679055 0.0035209275
22 -0.0000261094 -0.0036284656
23 -0.0011585979 0.0042133804
24 0.0077092125 0.0018857433
25 -0.0037063132 -0.0005928542
26 -0.0015012394 -0.0096998402
27 0.0001746902 -0.000242162
28 0.0017123199 0.0056281273
29 0.0006157453 -0.0013628248
30 0.0026056029 0.0014860501
31 -0.0009923186 0.0030423391
32 0.0016167564 -0.003526455
33 0.0000274276 -0.001457653
34 -0.0004149419 -0.0004016624
35 0.0033314445 -0.0039435228
36 0.0019963049 -0.0030832614
37 0.0064472322 -0.0042003472
38 0.0004768036 -0.0061636224
39 0.0006035799 -0.0024955996
40 0.0004474677 0.0038277766
41 0.0025770345 0.0025385783
42 -0.0077437784 -0.0003076424
43 -0.0002379976 -0.0117940879
44 0.000264055 0.0055854709
45 0.0000386292 0.0052334222
46 0.0072580361 -0.0018897295
47 -0.001226297 -0.0006050806
48 0.0014775056 0.0024721029
49 0.0035722818 -0.0020036009
50 0.0017901717 -0.0038320993
51 -0.0004360498 0.006599589

Sheet2

Date Close R HD S&P Index R SP
‎May‎ ‎18‎, ‎2017 155.31 -0.00500 2369.92 0.00547
‎May‎ ‎17‎, ‎2017 156.09 -0.01371 2357.03 -0.01818
‎May‎ ‎16‎, ‎2017 158.26 0.00591 2400.67 -0.00069
‎May‎ ‎15‎, ‎2017 157.33 0.00261 2402.32 0.00478
‎May‎ ‎12‎, ‎2017 156.92 0.00461 2390.9 -0.00148
‎May‎ ‎11‎, ‎2017 156.2 -0.01221 2394.44 -0.00216
‎May‎ ‎10‎, ‎2017 158.13 0.00285 2399.63 0.00113
‎May‎ ‎09‎, ‎2017 157.68 0.00504 2396.92 -0.00103
‎May‎ ‎08‎, ‎2017 156.89 0.00745 2399.38 0.00004
‎May‎ ‎05‎, ‎2017 155.73 0.00562 2399.29 0.00409
‎May‎ ‎04‎, ‎2017 154.86 -0.00090 2389.52 0.00058
‎May‎ ‎03‎, ‎2017 155 0.00032 2388.13 -0.00127
‎May‎ ‎02‎, ‎2017 154.95 0.00480 2391.17 0.00119
‎May‎ ‎01‎, ‎2017 154.21 -0.01211 2388.33 0.00173
‎Apr‎ ‎28‎, ‎2017 156.1 -0.00013 2384.2 -0.00191
‎Apr‎ ‎27‎, ‎2017 156.12 0.01232 2388.77 0.00055
‎Apr‎ ‎26‎, ‎2017 154.22 0.00778 2387.45 -0.00049
‎Apr‎ ‎25‎, ‎2017 153.03 0.00751 2388.61 0.00609
‎Apr‎ ‎24‎, ‎2017 151.89 0.01260 2374.15 0.01084
‎Apr‎ ‎21‎, ‎2017 150 0.00861 2348.69 -0.00304
‎Apr‎ ‎20‎, ‎2017 148.72 0.01019 2355.84 0.00756
‎Apr‎ ‎19‎, ‎2017 147.22 -0.00365 2338.17 -0.00172
‎Apr‎ ‎18‎, ‎2017 147.76 0.00305 2342.19 -0.00329
‎Apr‎ ‎17‎, ‎2017 147.31 ERROR:#DIV/0! 2349.91 ERROR:#DIV/0!
average 0.00233 average 0.00038
standard deviation 0.00744 standard deviation 0.00544
correlation coefficient 0.5242535562
beta 0.7172395037