Is beta an accurate measure of risk


Assignment:

Based on the company you selected , conduct a linear regression to compute the stock's beta over the past year, relative to the S&P 500 Index.

Question 1. Explain the steps you conducted in completing this assignment.

  • Is beta an accurate measure of risk? Why or why not?
  • Is the Fama-French model a better model in explaining securities' returns? Why or why not?
  • Write your answers in a three to five page Microsoft Word document and a Microsoft Excel sheet.

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Business Management: Is beta an accurate measure of risk
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