Computing their statistical significance of stocks

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Reference no: EM1315444

ΒCAPM estimation. Download from finance.yahoo.com monthly data for the last 5 year for a stock or ETF you like. The period should include exactly 5 years of data, say, Jan 1, 2003 - Dec 31, 2007. Assume that the risk free rate is 1%. Download S&P500 index series for the same period (ticker symbol is GSPC). Estimate CAPM. Report the ticker symbol for your stock or fund. Find and report β,α their statistical significance at the 5% level,R2, number of observations in your sample, regression's standard error and provide an Excel print-out of regression results.

Reference no: EM1315444

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