Regression security market line gather any stocks monthly


(Regression/ Security Market Line) Gather any stock’s monthly prices from any source, e.g., Yahoo Finance and Bloomberg Terminal. (Ignore dividends issues, for simplicity.) Do a regression analysis of r your stock = a+ Br sP 500 where r your stock and r sP500 are logged returns of your stock and SP500. Include the coefficients, their t-statistics, and R-squared. In addition, draw a chart and write a regression equation and R-squared on the chart.

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Financial Management: Regression security market line gather any stocks monthly
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