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?
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