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  • Bosch

    Încărcat de

    Kamalesh Kumar
    53 vizualizări7 pagini
    The regression analysis found: 1) There is no significant linear relationship between stock returns of Bosch and Nifty Returns as the significance value is greater than 0.05. 2) The regression model explains less than 1% of the variation in Bosch stock returns. 3) Adding Nifty Returns to the model does not help predict Bosch stock returns any better.

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    Bosch Regression

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    The regression analysis found: 1) There is no significant linear relationship between stock returns of Bosch and Nifty Returns as the significance value is greater than 0.05. 2) The regression model explains less than 1% of the variation in Bosch stock returns. 3) Adding Nifty Returns to the model does not help predict Bosch stock returns any better.

    Drepturi de autor:

    © All Rights Reserved
    Descărcați ca RTF, PDF, TXT sau citiți online pe Scribd
    Indicator pentru conținut neadecvat
    53 vizualizări7 pagini

    Bosch

    Încărcat de

    Kamalesh Kumar
    The regression analysis found: 1) There is no significant linear relationship between stock returns of Bosch and Nifty Returns as the significance value is greater than 0.05. 2) The regression model explains less than 1% of the variation in Bosch stock returns. 3) Adding Nifty Returns to the model does not help predict Bosch stock returns any better.

    Drepturi de autor:

    © All Rights Reserved
    Descărcați ca RTF, PDF, TXT sau citiți online pe Scribd
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    din 7

    GET DATA /TYPE=XLSX

    /FILE='E:\academic\Term 5\Management of Risk\Quarterly Data.xlsx'


    /SHEET=name 'Bosch (2)'
    /CELLRANGE=range 'H1:I21'
    /READNAMES=on
    /ASSUMEDSTRWIDTH=32767.
    DATASET NAME DataSet5 WINDOW=FRONT.
    REGRESSION
    /DESCRIPTIVES MEAN STDDEV CORR SIG N
    /MISSING LISTWISE
    /STATISTICS COEFF OUTS CI(95) R ANOVA
    /CRITERIA=PIN(.05) POUT(.10)
    /NOORIGIN
    /DEPENDENT BoschStockReturns
    /METHOD=ENTER NiftyReturns
    /PARTIALPLOT ALL
    /RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID).

    Regression

    Notes
    Output Created

    18-Jul-2015 23:31:38

    Comments
    Input

    Active Dataset

    DataSet5

    Filter

    <none>

    Weight

    <none>

    Split File

    <none>

    N of Rows in Working Data

    21

    File
    Missing Value Handling

    Definition of Missing

    User-defined missing values are treated


    as missing.

    Cases Used

    Statistics are based on cases with no


    missing values for any variable used.

    Syntax

    REGRESSION
    /DESCRIPTIVES MEAN STDDEV
    CORR SIG N
    /MISSING LISTWISE
    /STATISTICS COEFF OUTS CI(95) R
    ANOVA
    /CRITERIA=PIN(.05) POUT(.10)
    /NOORIGIN
    /DEPENDENT BoschStockReturns
    /METHOD=ENTER NiftyReturns
    /PARTIALPLOT ALL
    /RESIDUALS DURBIN
    HISTOGRAM(ZRESID)
    NORMPROB(ZRESID).

    Resources

    Processor Time

    00:00:00.812

    Elapsed Time

    00:00:01.323

    Memory Required

    1436 bytes

    Additional Memory Required

    1000 bytes

    for Residual Plots

    [DataSet5]

    Descriptive Statistics
    Mean
    Bosch

    Std. Deviation

    1.702060

    4.1847084

    20

    1.087116

    4.3023772

    20

    Stock Returns
    Nifty Returns

    Correlations
    Bosch
    Stock Returns
    Pearson Correlation

    Bosch
    Stock Returns

    1.000

    Nifty Returns
    .090

    Nifty Returns
    Sig. (1-tailed)

    .090

    1.000

    .353

    .353

    20

    20

    20

    20

    Bosch
    Stock Returns
    Nifty Returns

    Bosch
    Stock Returns
    Nifty Returns

    Variables Entered/Removedb
    Model

    d1
    i
    m
    e
    n
    s
    i
    o
    n
    0

    Variables

    Variables

    Entered

    Removed

    Nifty Returns

    Method
    . Enter

    a. All requested variables entered.


    b. Dependent Variable: Bosch
    Stock Returns

    Model Summaryb
    Model
    R

    R Square

    Adjusted R

    Std. Error of the

    Square

    Estimate

    Durbin-Watson

    d1
    i
    m
    e
    n
    s
    i
    o
    n
    0

    .090a

    .008

    -.047

    4.2819113

    2.604

    a. Predictors: (Constant), Nifty Returns


    b. Dependent Variable: Bosch
    Stock Returns

    ANOVAb
    Model
    1

    Sum of Squares
    Regression

    df

    Mean Square

    2.698

    2.698

    Residual

    330.026

    18

    18.335

    Total

    332.724

    19

    Sig.
    .147

    .706a

    a. Predictors: (Constant), Nifty Returns


    b. Dependent Variable: Bosch
    Stock Returns

    Coefficientsa
    Model

    Standardized
    Unstandardized Coefficients
    B

    (Constant)
    Nifty Returns

    Std. Error
    1.607

    .989

    .088

    .228

    a. Dependent Variable: Bosch


    Stock Returns
    Coefficientsa
    Model

    95.0% Confidence Interval for B


    Lower Bound

    Upper Bound

    Coefficients
    Beta

    .090

    Sig.

    1.625

    .122

    .384

    .706

    (Constant)

    -.471

    3.685

    Nifty Returns

    -.392

    .567

    a. Dependent Variable: Bosch


    Stock Returns

    Residuals Statisticsa
    Minimum
    Predicted Value

    Maximum

    Mean

    Std. Deviation

    1.041702

    2.475350

    1.702060

    .3768390

    20

    -6.8757463

    7.0871444

    .0000000

    4.1677064

    20

    Std. Predicted Value

    -1.752

    2.052

    .000

    1.000

    20

    Std. Residual

    -1.606

    1.655

    .000

    .973

    20

    Residual

    a. Dependent Variable: Bosch


    Stock Returns

    Charts

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