McKesson - Analysis 4-3

profileAndy1HF
McKessonRegressionAnalysisAssignment.xls
Home>Business & Finance homework help>Accounting homework help>McKesson - Analysis 4-3

Data Provided

Month Stock Dollar per
Price ECU
1 35.550 Rate of Return 1.1845 Change in Exchange Rate
2 36.175 1.8% 1.1920 0.6%
3 36.050 -0.3% 1.2085 1.4%
4 36.175 0.3% 1.2144 0.5%
5 36.300 0.3% 1.2032 -0.9%
6 36.175 -0.3% 1.2107 0.6%
7 36.800 1.7% 1.2071 -0.3%
8 36.425 -1.0% 1.2083 0.1%
9 36.425 0.0% 1.2052 -0.3%
10 35.425 -2.7% 1.2220 1.4%
11 34.050 -3.9% 1.2326 0.9%
12 33.425 -1.8% 1.2376 0.4%
13 37.675 12.7% 1.2205 -1.4%
14 38.550 2.3% 1.2240 0.3%
15 38.050 -1.3% 1.2315 0.6%
16 38.800 2.0% 1.2359 0.4%
17 39.050 0.6% 1.2442 0.7%
18 39.300 0.6% 1.2407 -0.3%
19 39.800 1.3% 1.2324 -0.7%
20 39.175 -1.6% 1.2348 0.2%
21 39.550 1.0% 1.2097 -2.0%
22 39.050 -1.3% 1.2094 -0.0%
23 38.800 -0.6% 1.2100 0.0%
24 38.425 -1.0% 1.2075 -0.2%
25 38.925 1.3% 1.2123 0.4%
26 39.050 0.3% 1.2265 1.2%
27 40.800 4.5% 1.2344 0.6%
28 40.550 -0.6% 1.2277 -0.5%
29 40.800 0.6% 1.2255 -0.2%
30 40.550 -0.6% 1.2381 1.0%
31 40.550 0.0% 1.2349 -0.3%
32 40.425 -0.3% 1.2363 0.1%
33 38.550 -4.6% 1.2363 0.0%
34 39.300 1.9% 1.2321 -0.3%
35 38.550 -1.9% 1.2349 0.2%
36 38.675 0.3% 1.2313 -0.3%
37 37.800 -2.3% 1.2303 -0.1%
38 37.800 0.0% 1.2332 0.2%
39 37.925 0.3% 1.2341 0.1%
40 37.800 -0.3% 1.2345 0.0%
41 38.300 1.3% 1.2295 -0.4%
42 38.050 -0.7% 1.2382 0.7%
43 38.675 1.6% 1.2323 -0.5%
44 38.425 -0.6% 1.2357 0.3%
45 38.425 0.0% 1.2326 -0.3%
46 38.925 1.3% 1.2313 -0.1%
47 38.925 0.0% 1.2367 0.4%
48 38.675 -0.6% 1.2379 0.1%
49 38.300 -1.0% 1.2394 0.1%
50 37.550 -2.0% 1.2994 4.8%
51 37.800 0.7% 1.2994 0.0%
52 40.050 6.0% 1.2352 -4.9%
53 39.800 -0.6% 1.2387 0.3%
54 39.800 0.0% 1.2447 0.5%
55 39.425 -0.9% 1.2538 0.7%
56 39.425 0.0% 1.2701 1.3%
57 39.300 -0.3% 1.2684 -0.1%
58 40.050 1.9% 1.2689 0.0%
59 39.550 -1.2% 1.2738 0.4%
60 39.675 0.3% 1.2694 -0.3%
61 39.640 -0.1% 1.2743 0.4%

Regression for Data Provided

SUMMARY OUTPUT
Regression Statistics
Multiple R 0.4646355891
R Square 0.2158862306 22% of variation or movement of value over time in company value of company is explained by changes in exchange rate between dollar and EUR
Adjusted R Square 0.2023670277
Standard Error 0.0209482897
Observations 60
ANOVA
df SS MS F Significance F
Regression 1 0.0070076273 0.0070076273 15.9688579209 0.0001840734
Residual 58 0.0254521887 0.0004388308
Total 59 0.0324598161
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%
Intercept 0.0033596922 0.0027234078 1.2336353662 0.2223147329 -0.0020918008 0.0088111852 -0.0020918008 0.0088111852
Change in Exchange Rate -1.0050835634 0.2515157827 -3.9961053441 0.0001840734 -1.5085471032 -0.5016200236 -1.5085471032 -0.5016200236
<0.05 =Coeff on X variable significantly different from 0
$ per EUR neg 1.005%

McKesson

Month Stock Dollar per
Price ECU
1 112.31 Rate of Return 1.129772 Change in Exchange Rate
2 114.41 1.9% 1.12345 -0.6%
3 117.18 2.4% 1.119172 -0.4%
4 129.34 10.4% 1.130053 1.0%
5 133.73 3.4% 1.121734 -0.7%
6 133.08 -0.5% 1.114252 -0.7%
7 131.92 -0.9% 1.102332 -1.1%
8 128.38 -2.7% 1.106466 0.4%
9 139.62 8.8% 1.105233 -0.1%
10 133.9 -4.1% 1.11105 0.5%
11 138.05 3.1% 1.109846 -0.1%
12 135.39 -1.9% 1.091708 -1.6%
13 131.3 -3.0% 1.105525 1.3%
14 137.11 4.4% 1.086721 -1.7%
15 154.02 12.3% 1.093466 0.6%
16 149.32 -3.1% 1.125411 2.9%
17 146.14 -2.1% 1.145744 1.8%
18 149.34 2.2% 1.183038 3.3%
19 145.34 -2.7% 1.178781 -0.4%
20 143.94 -1.0% 1.17708 -0.1%
21 175.58 22.0% 1.184064 0.6%
22 170.13 -3.1% 1.217602 2.8%
23 170.67 0.3% 1.216347 -0.1%
24 165.82 -2.8% 1.209424 -0.6%
25 190.79 15.1% 1.190316 -1.6%
26 183.93 -3.6% 1.196578 0.5%
27 188.66 2.6% 1.214649 1.5%
28 187.94 -0.4% 1.203926 -0.9%
29 200.31 6.6% 1.182541 -1.8%
30 200.62 0.2% 1.177023 -0.5%
31 196.4 -2.1% 1.177358 0.0%
32 204.77 4.3% 1.15969 -1.5%
33 213.52 4.3% 1.139576 -1.7%
34 245.37 14.9% 1.130397 -0.8%
35 253.42 3.3% 1.132211 0.2%
36 271.42 7.1% 1.134813 0.2%
37 302.71 11.5% 1.100694 -3.0%
38 306.15 1.1% 1.080801 -1.8%
39 325.01 6.2% 1.057227 -2.2%
40 323.02 -0.6% 1.056715 -0.0%
41 338.23 4.7% 1.019149 -3.6%
42 363.41 7.4% 1.011835 -0.7%
43 337.04 -7.3% 0.991346 -2.0%
44 386.13 14.6% 0.983325 -0.8%
45 378.5 -2.0% 1.022525 4.0%
46 372.53 -1.6% 1.059237 3.6%
47 376.06 0.9% 1.078189 1.8%
48 347.39 -7.6% 1.07039 -0.7%
49 354.13 1.9% 1.071229 0.1%
50 362.27 2.3% 1.099125 2.6%
51 388.73 7.3% 1.087917 -1.0%
52 425.6 9.5% 1.084543 -0.3%
53 400.79 -5.8% 1.105107 1.9%
54 410.67 2.5% 1.091297 -1.2%
55 433.75 5.6% 1.068324 -2.1%
56 454.2 4.7% 1.056504 -1.1%
57 469.36 3.3% 1.081896 2.4%
58 462.43 -1.5% 1.091979 0.9%
59 499.3 8.0% 1.091126 -0.1%
60 520.79 4.3% 1.079318 -1.1%
61 539.26 3.5% 1.088084 0.8%

Regression for McKesson

SUMMARY OUTPUT
Regression Statistics
Multiple R 0.2736479951
R Square 0.0748832252
Adjusted R Square 0.058932936
Standard Error 0.0568666151
Observations 60
ANOVA
df SS MS F Significance F
Regression 1 0.0151820611 0.0151820611 4.6947879246 0.0343750539
Residual 58 0.1875610911 0.0032338119
Total 59 0.2027431523
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%
Intercept 0.027594284 0.0073450567 3.7568510716 0.000401287 0.0128915556 0.0422970123 0.0128915556 0.0422970123
Change in Exchange Rate -0.9976919292 0.4604563532 -2.1667459299 0.0343750539 -1.9193954622 -0.0759883963 -1.9193954622 -0.0759883963