Explain analysis of data through capm model

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Reference no: EM1316684

Explain Analysis of Data through CAPM Model

CAPM 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: EM1316684

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