1. Calculate the beta for the stock . Using Excel and the DATA worksheet, calcul

Question

1. Calculate the beta for the stock. Using Excel and the DATA worksheet, calculate the stock's beta by regressing the monthly stock returns on the market's monthly returns.

2. Re-calculate the beta for the stock. Using the data on the DATA worksheet, remove 10 monthly returns from either the front-end of your time-series or the back-end. Re-estimate the beta for the stock.

monthly return please calculate the beta using monthly return below

31-Jan-13 11.32 11.43 28-Feb-13 11.23 11.34


31-Jan-12 7.13 7.2 28-Feb-12 7.97 8.05 31-Mar-12 9.57 9.67 30-Apr-12 8.11 8.19 31-May-12 7.35 7.42 30-Jun-12 8.18 8.26 31-Jul-12 7.34 7.41 31-Aug-12 7.99 8.07 30-Sep-12 8.83 8.97 31-Oct-12 8.32 8.4 30-Nov-12 8.89 8.98 31-Dec-12 11.61 11.73

Explanation / Answer

https://docs.google.com/viewer?a=v&q=cache:a8VSKh2o9J0J:www2.cob.ilstu.edu/kjbaue2/fil341/SV.pdf+&hl=en&gl=in&pid=bl&srcid=ADGEESgCsizuDJiWeAC9eXoPSs3iUP0NxKIrdDUb9GUEAIPzbJsUGyW2NCJc682cFzwLipHV5eROD1C9LA9NFSw7jQdZ3tqgZQlB10hYaYYJ-spq6Z4zXUs5TAphHtTKz4I6K8qUs_Rl&sig=AHIEtbT2siQX6XyN59pdUnltSA202CAnIg

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