SUMMARY OUTPUT

Regression Statistics
Multiple R
0.27
R Square (R^2)
0.07
Adjusted R Square
0
Standard Error
8.62
Observations
15
ANOVA
df
Regression
Residual
Total

Intercept
X Variable 1

SS
1
13
14

78.27
965.73
1044

Coefficients Standard Error

6.81
3.82
0.35
0.35

MS
78.27
74.29

t Stat
1.78
1.03

Significance F
1.05
0.32

P-value
Lower 95%
0.1
-1.44
0.32
-0.39

ificance F

Upper 95% Lower 95.0%Upper 95.0%

15.07
-1.44
15.07
1.1
-0.39
1.1

PERIODreturn on stock Areturn on market portfolio

A-a
1
10
12
2
15
14
3
18
13
4
14
10
5
16
9
6
16
13
7
18
14
8
4
7
9
-9
1
10
14
12
11
15
-11
12
14
16
13
6
8
14
7
7
15
-8
10
total
150
135
average
15
9

Covariance
variance of market
beta

15.79
44.57
0.35

M-m
-5
0
3
-1
1
1
3
-11
-24
-1
0
-1
-9
-8
-23

D*E
3
5
4
1
0
4
5
-2
-8
3
-20
7
-1
-2
1

(M-m)^2
-15
9
0
25
12
16
-1
1
0
0
4
16
15
25
22
4
192
64
-3
9
0
400
-7
49
9
1
16
4
-23
1
221
624