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- 2011-7-11
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- 2013-8-23
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So I am a level I candidate for December….. I have reviewed the capital asset pricing model, thought I had a pretty firm grasp of it.
Anyways, I am still an undergrad… I am having trouble with a case assigned by my professor. I am following the attached excel file as a guide for my own project. I am using a different case / different scenario. This file is just an example of the format to be taken…
webpage.pace.edu/pviswanath/class/data/betacomp.xls
My question is in the regression tab. They run a regression of the stock “ALCO” vs the market returns. How do they calculate the Predicted Y and Residuals for the 60 observations at the bottom? Are the ‘residuals’ the alpha’s of the stocks? |
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发表于 2013-4-22 15:31
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