Question
In: Statistics and Probability
Use the data table to estimate the beta of Nike and HP Inc.HP Inc. stock based...
Use the data table to estimate the beta of Nike and HP Inc.HP Inc. stock based on their monthly returns from 2011-2015. (Hint: You can use the slope() function in Excel.)
|
Monthly Returns |
|||||||
|
Date |
Nike |
HP Inc. |
S&P 500 |
||||
|
Jan-11 |
minus−3.442% |
8.527% |
2.330% |
||||
|
Feb-11 |
7.941% |
minus−4.509% |
3.474% |
||||
|
Mar-11 |
minus−14.624% |
minus−5.913% |
minus−0.005% |
||||
|
Apr-11 |
8.745% |
minus−1.465% |
2.896% |
||||
|
May-11 |
2.587% |
minus−7.406% |
minus−1.121% |
||||
|
Jun-11 |
6.915% |
minus−2.301% |
minus−1.706% |
||||
|
Jul-11 |
0.189% |
minus−3.379% |
minus−2.000% |
||||
|
Aug-11 |
minus−3.882% |
minus−25.988% |
minus−5.498% |
||||
|
Sep-11 |
minus−0.958% |
minus−13.292% |
minus−6.910% |
||||
|
Oct-11 |
12.677% |
18.530% |
10.915% |
||||
|
Nov-11 |
minus−0.176% |
5.036% |
minus−0.406% |
||||
|
Dec-11 |
0.572% |
minus−7.406% |
1.024% |
||||
|
Jan-12 |
7.907% |
8.618% |
4.637% |
||||
|
Feb-12 |
3.779% |
minus−9.543% |
4.341% |
||||
|
Mar-12 |
0.815% |
minus−5.373% |
3.214% |
||||
|
Apr-12 |
3.163% |
3.903% |
minus−0.668% |
||||
|
May-12 |
minus−2.977% |
minus−8.401% |
minus−6.006% |
||||
|
Jun-12 |
minus−18.857% |
minus−10.750% |
4.045% |
||||
|
Jul-12 |
6.345% |
minus−9.299% |
1.183% |
||||
|
Aug-12 |
4.681% |
minus−7.456% |
2.505% |
||||
|
Sep-12 |
minus−2.516% |
1.848% |
2.543% |
||||
|
Oct-12 |
minus−3.719% |
minus−18.816% |
minus−1.820% |
||||
|
Nov-12 |
6.675% |
minus−6.209% |
0.566% |
||||
|
Dec-12 |
6.299% |
10.716% |
0.902% |
||||
|
Jan-13 |
4.748% |
15.860% |
5.119% |
||||
|
Feb-13 |
1.147% |
21.987% |
1.276% |
||||
|
Mar-13 |
8.355% |
19.027% |
3.795% |
||||
|
Apr-13 |
7.778% |
minus−13.591% |
1.921% |
||||
|
May-13 |
minus−2.720% |
18.544% |
2.361% |
||||
|
Jun-13 |
3.276% |
2.150% |
minus−1.340% |
||||
|
Jul-13 |
minus−1.193% |
3.548% |
5.168% |
||||
|
Aug-13 |
0.175% |
minus−13.006% |
minus−2.999% |
||||
|
Sep-13 |
15.632% |
minus−5.394% |
3.176% |
||||
|
Oct-13 |
4.295% |
16.103% |
4.631% |
||||
|
Nov-13 |
4.461% |
12.228% |
2.964% |
||||
|
Dec-13 |
minus−0.329% |
2.834% |
2.580% |
||||
|
Jan-14 |
minus−7.363% |
3.645% |
minus−3.525% |
||||
|
Feb-14 |
7.811% |
3.034% |
4.552% |
||||
|
Mar-14 |
minus−5.671% |
8.785% |
0.829% |
||||
|
Apr-14 |
minus−1.232% |
2.163% |
0.695% |
||||
|
May-14 |
5.757% |
1.331% |
2.321% |
||||
|
Jun-14 |
0.832% |
1.015% |
2.064% |
||||
|
Jul-14 |
minus−0.542% |
5.730% |
minus−1.344% |
||||
|
Aug-14 |
2.152% |
6.712% |
3.946% |
||||
|
Sep-14 |
13.558% |
minus−6.237% |
minus−1.371% |
||||
|
Oct-14 |
4.226% |
1.156% |
2.355% |
||||
|
Nov-14 |
6.798% |
8.863% |
2.747% |
||||
|
Dec-14 |
minus−2.880% |
3.149% |
minus−0.253% |
||||
|
Jan-15 |
minus−4.056% |
minus−9.968% |
minus−2.963% |
||||
|
Feb-15 |
5.583% |
minus−3.570% |
5.620% |
||||
|
Mar-15 |
3.305% |
minus−10.103% |
minus−1.566% |
||||
|
Apr-15 |
minus−1.485% |
5.809% |
0.983% |
||||
|
May-15 |
3.147% |
1.304% |
1.286% |
||||
|
Jun-15 |
6.246% |
minus−9.623% |
minus−2.018% |
||||
|
Jul-15 |
6.665% |
1.699% |
2.259% |
||||
|
Aug-15 |
minus−3.012% |
minus−8.060% |
minus−6.095% |
||||
|
Sep-15 |
10.291% |
minus−8.104% |
minus−2.533% |
||||
|
Oct-15 |
6.554% |
5.271% |
8.506% |
||||
|
Nov-15 |
0.954% |
2.422% |
0.366% |
||||
|
Dec-15 |
minus−5.262% |
minus−4.593% |
minus−1.729% |
||||
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Solutions
Expert Solution
Answer:
Given that,
Use the data table to estimate the beta of Nike and HP Inc.HP
Inc.
stock based on its monthly returns from 2011-2015.
(Hint: You can use the slope() function in Excel.)
orchestra answered 2 years agoRelated Solutions
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