CAPM
4
0.008 Colgate Return Ri-Rf Index 379 11272 377 -0.00528 -0.01328 11180 368 -0.02387 -0.03187 11272 395 0.07337 0.06537 12370 467 0.182278 0.174278 12961 501 0.072805 0.064805 13773 518 0.033932 0.025932 13739 510 -0.01544 -0.02344 12215 500 -0.01961 -0.02761 13352 560 0.12 0.112 14320 586 0.046429 0.038429 13999 569 -0.02901 -0.03701 14076 SUMMARY OUTPUT Regression Statistics Multiple 0.431508 R Square 0.186199 Adjusted 0.095777 Standard 0.064793 Observati 11 ANOVA df SS MS Regressio 1 0.008645 0.008645 Residual 9 0.037784 0.004198 Total 10 0.046429 Coefficients tandard Erro t Stat Rf 10% Intercept 0.024801 0.020102 1.233765 Rm 15% X Variabl 0.481951 0.335855 1.434996 b 0.481951 E® Rf+B(Rm-Rf) RESIDUAL OUTPUT 0.124098 0.124098 Observation Predicted Y Residuals ndard Residu 1 0.017012 -0.03029 -0.49276 2 0.024912 -0.05678 -0.9238 3 0.067892 -0.00252 -0.04104
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Sheet10.008ColgateReturnRi-RfIndexReturnRm-Rf37911272377-0.0052770449-0.013277044911180-0.0081618169-0.0161618169368-0.023872679-0.031872679112720.00822898030.00022898033950.07336956520.0653695652123700.09740951030.08940951034670.1822784810.174278481129610.04777687950.03977687955010.07280513920.0648051392137730.06264948690.05464948695180.03393213570.025932135713739-0.002468598-0.010468598510-0.0154440154-0.023444015412215-0.1109251037-0.1189251037500-0.0196078431-0.0276078431133520.09308227590.08508227595600.120.112143200.07249850210.06449850215860.04642857140.038428571413999-0.0224162011-0.0304162011569-0.0290102389-0.0370102389140760.0055003929-0.0024996071SUMMARY OUTPUTRegression StatisticsMultiple R0.431507707R Square0.1861989012Adjusted R Square0.0957765569Standard Error0.0647933407Observations11ANOVAdfSSMSFSignificance FRegression10.00864494220.00864494222.05921337960.185112149Residual90.03778359290.004198177Total100.0464285352CoefficientsStandard Errort StatP-valueLower 95%Upper 95%Lower 95.0%Upper 95.0%Rf10%Intercept0.02480142450.02010222541.23376511740.2485376764-0.02067296860.0702758176-0.02067296860.0702758176Rm15%X Variable 10.48195092680.33585525211.43499595110.185112149-0.27780643571.2417082894-0.27780643571.2417082894b0.4819509268ERf+B(Rm-Rf)RESIDUAL OUTPUT0.124097550.12409755ObservationPredicted YResidualsStandard Residuals10.0170122219-0.0302892667-0.492761913220.0249117818-0.0567844608-0.923799833530.0678924209-0.0025228556-0.041043158340.04397192850.13030655252.119896355450.05113979540.01366534380.222315086860.0197560740.00617606170.10047545957-0.03251463950.0090706240.147565739680.0658069062-0.0934147494-1.519720864690.05588653740.05611346260.9128836777100.01014230820.02828626320.4601759865110.0235967365-0.0606069754-0.9859865359
Sheet1
X Variable 1ResidualsX Variable 1 Residual Plot
Sheet2
YPredicted YX Variable 1YX Variable 1 Line Fit Plot
Sheet3
