[재무관리] 재무관리(액셀회귀분석)

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재무관리 액셀실습입니다.
숙제였는데.. 후에 필요한 분들이 있을지도

목차

1.Data
2.Portfolios
3.Plot
4.CRSP
5.SP

본문내용

Averages Stdev
S&P 1.39% 4.63%
DELL 6.29% 18.02%
IBM 2.73% 9.76%
GM 1.02% 9.78%
P 3.09% 9.67%

Correlation Coefficient
DELL.IBM DELL.GM IBM.GM
0.417 0.369 0.333

S&P500 S&P500 CRSP
index index return
Retrun

636.02 3.26% 3.56%
640.43 0.69% 1.98%
645.50 0.79% 2.22%
654.17 1.34% 3.49%
669.12 2.29% 3.35%
670.63 0.23% -1.22%
....

weight on DELL 0 0.1 0.2 0.3
weight on IBM 1 0.9 0.8 0.7

Std.Dev 9.76% 9.67% 9.87% 10.33%
Return 2.73% 3.09% 3.44% 3.80%

Portfolio P=
weight on DELL= 0.1
weight on IBM= 0.9

참고 자료

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