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Linear Regression

Regression Analysis

Beta for SATS

y = 0.68x + 0.0017 R² = 0.2099

3.1638951774458905E-2 1.039373084910657E-2 -7.1789409019913653E-3 1.1528825368704299E-2 -3.6029508628639358E-3 5.487328249578776E-2 3.8199629220858802E-2 -6.9170776580708249E-2 -1.0593065511582905E-2 5.4775121407052933E-3 3.0058244945281365E-2 9.8377009843747101E-2 -2.0762564478290196E-2 -5.3684295303893501E-2 6.7513718805604209E-2 -7.2818394182846732E-2 -9.5319917473018809E-2 2.2054582046121752E-2 -1.2497112277803554E-2 -4.0343804862059433E-3 2.1533557641225467E-2 3.1669052751859217E-2 -5.3215377454618518E-2 -3.2350691527379479E-3 1.4417909498521368E-2 6.6186812277651359E-4 1.4524007063464578E-2 4.9926618378283168E-2 -1.2507949258627003E-2 5.367288424304608E-2 3.0120613238392907E-2 -7.4634994167302668E-2 3.018223629071921E-2 4.9657198112590208E-2 2.0070300690258869E-3 -5.2550023812646236E-2 6.0575670175541343E-2 3.0549237494954896E-2 -8.0222407645075908E-3 3.0726213891781429E-2 -2.4932310469313979E-2 0.1397515794165802 1.7431775636731867E-3 0.21288562084695981 0.12958311519479523 6.5911328196028601E-2 -8.6803666825081532E-2 -8.5662708054224206E-3 1.6732368677744629E-2 -3.4349570839371367E-2 -0.23939446608815082 -0.13906823117210168 -6.4751762155889014E-2 -6.0694680988213467E-3 -7.6764538216261238E-2 1.4241737854177034E-2 4.6695440519259362E-2 -6.3077202663185221E-3 1.4991196445040603E-2 0 -2.7027027027027053E-2 2.7777777777777804E-2 2.8571428571428598E-2 4.4776119402984947E-2 8.0645161290322648E-2 6.8965517241379379E-2 -3.3333333333333368E-2 1.6949152542372899E-2 5.3571428571428416E-2 1.8181818181818195E-2 7.8431372549019676E-2 -1.9230769230769246E-2 -1.8867924528301903E-2 3.9215686274509838E-2 -7.2727272727272779E-2 -3.5087719298245452E-2 0 1.7857142857142672E-2 3.703703703703707E-2 1.8867924528301903E-2 -1.8518518518518535E-2 0 1.8867924528301903E-2 3.9215686274509838E-2 0 4.0816326530612283E-2 2.0833333333333353E-2 2.1276595744680871E-2 4.444444 4444444363E-2 2.2727272727272749E-2 -0.10204081632653059 8.8888888888888837E-2 4.6511627906976785E-2 0 2.3809523809523832E-2 0 -0.10638297872340424 -2.0833333333333353E-2 9.090909090909087E-2 0 -0.13725490196078433 -0.10526315789473675 0.54054054054054046 5.7142857142857197E-2 -2.7777777777777804E-2 -5.2631578947368467E-2 -2.5641025641025664E-2 5.4054054054054106E-2 -5.1282051282051329E-2 -0.37096774193548382 -0.20512820512820515 -2.5000000000000022E-2 3.8961038961038995E-2 -0.14444444444444446 -1.0989010989010999E-2 0 0 0.18181818181818182

STI Weekly Returns

SATS Weekly Returns

Sheet1

Start 1/2/08
End 12/3/12
Interval Monthly
StarHill Global STI Starhil Global STI
Date Stock Prices (Adj Close) Stock Prices (Adj Close) Returns Returns
12/3/12 0.72 3167.08 0 0.0316389518
11/1/12 0.72 3069.95 -0.027027027 0.0103937308
10/1/12 0.74 3038.37 0.0277777778 -0.0071789409
9/3/12 0.72 3060.34 0.0285714286 0.0115288254
8/1/12 0.7 3025.46 0.0447761194 -0.0036029509
7/2/12 0.67 3036.4 0.0806451613 0.0548732825
6/1/12 0.62 2878.45 0.0689655172 0.0381996292
5/1/12 0.58 2772.54 -0.0333333333 -0.0691707766
4/2/12 0.6 2978.57 0.0169491525 -0.0105930655
3/1/12 0.59 3010.46 0.0535714286 0.0054775121
2/1/12 0.56 2994.06 0.0181818182 0.0300582449
1/2/12 0.55 2906.69 0.0784313725 0.0983770098
12/1/11 0.51 2646.35 -0.0192307692 -0.0207625645
11/1/11 0.52 2702.46 -0.0188679245 -0.0536842953
10/3/11 0.53 2855.77 0.0392156863 0.0675137188
9/1/11 0.51 2675.16 -0.0727272727 -0.0728183942
8/1/11 0.55 2885.26 -0.0350877193 -0.0953199175
7/1/11 0.57 3189.26 0 0.022054582
6/1/11 0.57 3120.44 0.0178571429 -0.0124971123
5/3/11 0.56 3159.93 0.037037037 -0.0040343805
4/1/11 0.54 3172.73 0.0188679245 0.0215335576
3/1/11 0.53 3105.85 -0.0185185185 0.0316690528
2/1/11 0.54 3010.51 0 -0.0532153775
1/3/11 0.54 3179.72 0.0188679245 -0.0032350692
12/1/10 0.53 3190.04 0.0392156863 0.0144179095
11/1/10 0.51 3144.7 0 0.0006618681
10/1/10 0.51 3142.62 0.0408163265 0.0145240071
9/1/10 0.49 3097.63 0.0208333333 0.0499266184
8/2/10 0.48 2950.33 0.0212765957 -0.0125079493
7/1/10 0.47 2987.7 0.0444444444 0.0536728842
6/1/10 0.45 2835.51 0.0227272727 0.0301206132
5/3/10 0.44 2752.6 -0.1020408163 -0.0746349942
4/1/10 0.49 2974.61 0.0888888889 0.0301822363
3/1/10 0.45 2887.46 0.0465116279 0.0496571981
2/1/10 0.43 2750.86 0 0.0020070301
1/4/10 0.43 2745.35 0.0238095238 -0.0525500238
12/1/09 0.42 2897.62 0 0.0605756702
11/2/09 0.42 2732.12 -0.1063829787 0.0305492375
10/1/09 0.47 2651.13 -0.0208333333 -0.0080222408
9/1/09 0.48 2672.57 0.0909090909 0.0307262139
8/3/09 0.44 2592.9 0 -0.0249323105
7/1/09 0.44 2659.2 -0.137254902 0.1397515794
6/1/09 0.51 2333.14 -0.1052631579 0.0017431776
5/1/09 0.57 2329.08 0.5405405405 0.2128856208
4/1/09 0.37 1920.28 0.0571428571 0.1295831152
3/2/09 0.35 1699.99 -0.0277777778 0.0659113282
2/2/09 0.36 1594.87 -0.0526315789 -0.0868036668
1/1/09 0.38 1746.47 -0.0256410256 -0.0085662708
12/1/08 0.39 1761.56 0.0540540541 0.0167323687
11/3/08 0.37 1732.57 -0.0512820513 -0.0343495708
10/2/08 0.39 1794.2 -0.3709677419 -0.2393944661
9/1/08 0.62 2358.91 -0.2051282051 -0.1390682312
8/1/08 0.78 2739.95 -0.025 -0.0647517622
7/1/08 0.8 2929.65 0.038961039 -0.0060694681
6/2/08 0.77 2947.54 -0.1444444444 -0.0767645382
5/2/08 0.9 3192.62 -0.010989011 0.0142417379
4/1/08 0.91 3147.79 0 0.0466954405
3/3/08 0.91 3007.36 0 -0.0063077203
2/1/08 0.91 3026.45 0.1818181818 0.0149911964
1/2/08 0.77 2981.75
Beta 1.1116439063

Sheet2

Sheet3