Module 6 Returns Beta Regression Analysis 4 stocks


Having Trouble Meeting Your Deadline?

Get your assignment on Module 6 Returns Beta Regression Analysis 4 stocks  completed on time. avoid delay and – ORDER NOW

Project 1: Beta and Return.

The objectives of this exercise:

  1. To access and download stock and index price data from
  2. To discern the difference between a real-time closing price and an adjusted closing price.
  3. To discover how calculates beta for an individual stock.
  4. To replicate the calculation for four firms in the S&P 500 index, tabulate the results, and report your findings.

Learning Outcomes:

Students should be able to:

  1. Identify individual stocks in the S&P 500 index and discuss the composition of the S&P 500 index.
  2. Collect financial data including closing stock prices and adjusted closing stock prices.
  3. Estimate beta from historical data.
  4. Tabulate regression results and discuss empirical findings.


  1. You can use your 4 stocks selected for the 3-Factor Project project(I HAVE ORDERED ANOTHER ASSIGNMENT WHICH IS CALLED FAMA FRENCH 3 FACTOR- YOU CAN USE THE SAME 4 STOCKS FOR THIS AS WELL): for these 4 stocks (or, more precisely, the ticker symbols) download data from Go to, then Finance, then type in your ticker symbol. Next, choose Historical Prices from the tabs on the left. Tag “Monthly” then choose the appropriate dates (to be determined below). Click Get Prices, scroll to the bottom of the page, and download to a spreadsheet (it is actually saved as a ‘.csv’ file, but it will open okay in Excel).

a. The beginning month of the data should be December of 2014 or 60 months of data, you will need to download data from November 2015 through December 2020, once you calculate the monthly returns, you may discard November 2015. The first month of your data should be Dec. 2015 (excel download may show 1/1/2015) and the last month of return data should be December 1, 2020.

b. Be sure to use end-of-month data! Yahoo might print a beginning of month date in the monthly output, but it should be the end of the month. To check this, look at the daily data and verify that the last day of the month is used in the monthly spreadsheet (it should be if you wait until after the sample period to collect your data).

2. You must determine how exactly calculates historical beta, then replicate their calculations. This requires the use of regression software (or functions in Excel, if you know how to do that). Note, you must calculate returns first. Is the data sorted correctly – in time order? If not, you must sort your stock prices and market prices so that the oldest prices are first, then calculate returns. Answer the following questions:

a. How, exactly, does calculate its beta? How many months of return data do they use? How many months of price data do you need? How do you know that you and Yahoo used the same data period?

b. Should you use closing price or adjusted price when calculating returns? Why?

c. What is the market proxy? What ticker did you use for your market proxy?

3. Guideline #3: After calculating returns for your stocks and the market, you must calculate beta for each of your stocks. Create a Table showing the following: Ticker, Company Name, yahoo beta, calculated beta, intercept, and r-square from your regressions.

4. Do your regression results match results? Why or why not?


You must submit a brief write-up of your results. Your paper should be detailed enough so that someone else could pick up your paper and replicate your results. So, you will need a brief introduction describing your data sources, how you manipulated the data, how you calculated returns, how you calculated beta, a Table, and a brief summary and discussion of your findings. In total, you must submit:

a. Your write-up, as a Word file, including the Table, described above in Guideline #3 and your answers to the various questions.

b. An Excel spreadsheet (one sheet), properly formatted, containing the ticker symbol, closing price, adjusted price, and dates (dates should be the same for each ticker) for each of your twenty stocks and your market proxy.

c. Another Excel spreadsheet, properly formatted, detailing how, exactly, you calculated the results in your Table (i.e., replicate the detailed findings for your stocks). The two Excel worksheets should be in one file with two different labeled worksheet tabs. Alternatively, you may use multiple Excel sheets named with the ticker symbol if you wish to combine the date, ticker symbol, closing price, adjusted closing price, and calculations and/or regressions separately for each of your 4 companies.

Explanation & Answer

Our website has a team of professional writers who can help you write any of your homework. They will write your papers from scratch. We also have a team of editors just to make sure all papers are of HIGH QUALITY & PLAGIARISM FREE. To make an Order you only need to click Order Now and we will direct you to our Order Page at Litessays. Then fill Our Order Form with all your assignment instructions. Select your deadline and pay for your paper. You will get it few hours before your set deadline.

Fill in all the assignment paper details that are required in the order form with the standard information being the page count, deadline, academic level and type of paper. It is advisable to have this information at hand so that you can quickly fill in the necessary information needed in the form for the essay writer to be immediately assigned to your writing project. Make payment for the custom essay order to enable us to assign a suitable writer to your order. Payments are made through Paypal on a secured billing page. Finally, sit back and relax.

Do you need an answer to this or any other questions?

Similar Posts