+ Reply to Thread
Results 1 to 1 of 1

Stock Portfolio Analysis

  1. #1
    Registered User
    Join Date
    09-24-2008
    Location
    Georgia
    Posts
    4

    Stock Portfolio Analysis

    Ok, I have downloaded 15 stocks' history and I need to find the portfolio returns (both equally weighted and price weighted), and run regression on them against the S&P 500 returns to find Beta (for both price weighted & equally weighted). I have all the data I need (Closing Stock Price, and % change) for the stocks and the S&P 500. What I don't know how to do is find the returns. Also I know where to go to run the regression model but I'm not sure what to plug in for X and Y. What it comes down to is, I have to run regression with the equally weighted returns against the S&P 500 returns to find Beta 1, and then run regression with the price weighted returns against the S&P 500 returns to find Beta 2. Anybody know how?
    Attached Files Attached Files
    Last edited by cgurr1; 11-27-2008 at 09:53 PM.

+ Reply to Thread

Thread Information

Users Browsing this Thread

There are currently 1 users browsing this thread. (0 members and 1 guests)

Bookmarks

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts

Search Engine Friendly URLs by vBSEO 3.6.0 RC 1