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Portfolio Theory - Tutorial 1, Study Guides, Projects, Research of Investment Management and Portfolio Theory

In this document topics covered which are Portfolio Theory.

Typology: Study Guides, Projects, Research

2010/2011

Uploaded on 09/11/2011

juno
juno 🇬🇧

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SUMMARY OUTPUT
Calculation: Regressing the returns for BP on the FT All share index
Regression Statistics
Multiple R 0,54750
R Square 0,29976
Adjusted R Square 0,28768
Standard Error 0,04070
Observations 60
ANOVA
df SS MS
Regression 1 0,04112 0,04112
Residual 58 0,09605 0,00166
Total 59 0,13717
Coefficients Standard Error t Stat
Intercept -0,00219 0,00572 -0,38364
X Variable 1 0,94009 0,18867 4,98281
RESIDUAL OUTPUT
Observation Predicted Y Residuals
1 -0,09057 -0,02080
2 0,02213 0,03440
3 -0,00800 0,01112
4 0,08204 -0,09394
5 0,03816 0,02536
6 0,00074 0,00463
7 0,03419 -0,02060
8 0,01241 0,00490
9 -0,01729 -0,02072
10 0,04324 -0,05297
11 0,00988 -0,00758
12 0,02487 0,08529
13 -0,01033 -0,04586
14 0,02429 -0,00406
15 -0,01473 0,06706
16 0,01697 0,04983
17 -0,01467 0,00228
18 0,01153 0,00764
19 -0,01681 0,07465
20 0,01322 -0,05155
21 0,02361 0,04454
22 0,00925 -0,00925
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SUMMARY OUTPUT Calculation: Regressing the returns for BP on the FT All share index

ANOVA

RESIDUAL OUTPUT

SUMMARY OUTPUT Regression Tesco returns regressed on the FT All-share Index

ANOVA

RESIDUAL OUTPUT

he FT All-share Index

Significance F 0,

Equally Weighted Portfolio

FTSE ALL