Paper details:Question: You have been just hired to analyze the volatility of a stock in relation to a market .( use TD bank stock) To do this:  Pick a stock of your choice  Obtain monthly historical data for the past 10 years (unless your stock is new) from https://ca.finance.yahoo.com/ .  Using a simple regression analysis and the Capital asset pricing theory, answer the following questions. (You can use excel or any other statistical tool of your choice) 1. Plot the percentage returns against the percentage returns of S&P 500 (you can use the formula = ((Cell2-Cell1)/Cell1)*100, where cell 1 refers to the previous period data point, and cell 2 refers to a current period data point). What can be said about their relationship? 2. Using the Capital asset pricing model, calculate the beta of your stock (hint the CAMP equation is COV(Ri, RM)/Var(RM))
3. Perform a regression analysis and find the stock’s beta and alpha (note: please do not forget to display the entire regression result). Compare the betas in question 2 and 3.
4. Interpret the results in equation 3. Discuss the t-values and significance of alpha and beta.
5. Is your beta consistent with the beta supplied by Yahoo finance for your chosen stock? If not why?
6. What is the R-square value from this regression and what does it tell you about this particular set of data? What does this R-square tell you about the accuracy of any predictions made using this equation?
please label each questions and do some calculation.

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