Market Return Stock Return

16.02 21.05 SUMMARY OUTPUT

12.17 17.25
11.48 13.1 Regression Statistics
17.62 18.23 Multiple R 0.881756976226068
20.01 21.52 R Square 0.777495365123338
14 13.26 Adjusted R Square 0.76037962397898
13.22 15.84 Standard Error 2.30592809902219
17.79 22.18 Observations 15
15.46 16.26
8.09 5.64 Coefficients
11 10.55 Intercept -1.09074124681469
18.52 17.86 Market Return 1.16695795778391
14.05 12.75
8.79 9.13 RESIDUAL OUTPUT
11.6 13.87
Observation Predicted Stock Return
1 17.6039252368836
2 13.1111370994155
3 12.3059361085446
4 19.4710579693378
5 22.2600874884414
6 15.2466701621601
7 14.3364429550886
8 19.6694408221611
9 16.9504287805246
10 8.34994863165715
11 11.7457962888083
12 20.5213201313434
13 15.3050180600493
14 9.16681920210589
15 12.4459710634787

Market Return Residual Plot

6
4
Residuals

2
0
-2 6 8 10 12 14 16 18 20 22
-4
Market Return
 4

Residuals
2
0
-2 6 8 10 12 14 16 18 20 22
-4
Market Return
 ANOVA
df SS MS F Significance F
Regression 1 241.54253616 241.5425362 45.425749231 1.383601E-05
Residual 13 69.124957172 5.317304398
Total 14 310.66749333

Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%
2.49402950818 -0.437341 0.669041559644897 -6.478764425 4.297281931 -6.478764425 4.297281931
0.17314268992 6.739863 1.3836012037066E-05 0.7929059174 1.541009998 0.7929059174 1.5410099982

Residuals PROBABILITY OUTPUT

3.44607476312
4.13886290058 Percentile Stock Return
0.79406389146 3.33333333333333 5.64
-1.2410579693 10 9.13
-0.7400874884 16.6666666666667 10.55
-1.9866701622 23.3333333333333 12.75
1.50355704491 30 13.1
2.51055917784 36.6666666666667 13.26
-0.6904287805 43.3333333333333 13.87
-2.7099486317 50 15.84
-1.1957962888 56.6666666666667 16.26
-2.6613201313 63.3333333333333 17.25
-2.55501806 70 17.86
-0.0368192021 76.6666666666667 18.23
1.42402893652 83.3333333333333 21.05
90 21.52
96.6666666666667 22.18

esidual Plot Normal Probability Plot

25
20
Stock Return

15
10
16 18 20 22 5
0
turn 0 20 40 60 80 100 120
Sample Percentile
 20

Stock Return
15
10
16 18 20 22 5
0
turn 0 20 40 60 80 100 120
Sample Percentile
 Beta 1.166957958 Above Average Risk Q2
Q1
Regtession Equation Y=-1.90741247 + Market Return*1.166957

Confidence Interval Upper Limit 1.54101

Q3
of Beta Lower Limit 0.79290592
Value of sl 1.166958 Above Average Risk
 Market Ret 10%
Stock Retu Y=-1.09741247+10*1.166957
10.57215753

Q4 T critical a 2.14
sigma 2.222048
T calculate 0.57373
Confidenc 11.79994 Upper limit
e Interval
at 95% 9.344375 Lower Limit

Q5 Yes, the residual appear random

Q6 Residuals are normally distributed