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  • Date Apple Adj Close S&P500 Adj Close Apple Return S&P500 Return

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    This document contains daily closing prices for Apple stock and the S&P 500 index from April 2011 to April 2014. It also includes the percentage returns for each period. A linear regression was run on the Apple and S&P 500 returns, resulting in a multiple R of 0.711 and R-squared of 0.506, indicating a moderately strong positive correlation between the two time series.

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    This document contains daily closing prices for Apple stock and the S&P 500 index from April 2011 to April 2014. It also includes the percentage returns for each period. A linear regression was run on the Apple and S&P 500 returns, resulting in a multiple R of 0.711 and R-squared of 0.506, indicating a moderately strong positive correlation between the two time series.

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    3 views3 pages

    Date Apple Adj Close S&P500 Adj Close Apple Return S&P500 Return

    Uploaded by

    spectrum_48
    This document contains daily closing prices for Apple stock and the S&P 500 index from April 2011 to April 2014. It also includes the percentage returns for each period. A linear regression was run on the Apple and S&P 500 returns, resulting in a multiple R of 0.711 and R-squared of 0.506, indicating a moderately strong positive correlation between the two time series.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 3

    Date

    Apple Adj Close


    4/1/2011
    44.26
    5/2/2011
    43.56
    6/1/2011
    40.96
    7/1/2011
    39.8
    8/1/2011
    42.28
    9/1/2011
    37.62
    10/3/2011
    43.46
    11/1/2011
    41.98
    12/1/2011
    40.97
    1/3/2012
    42.88
    2/1/2012
    46.65
    3/1/2012
    50.6
    4/2/2012
    54.43
    5/1/2012
    50.1
    6/1/2012
    54
    7/2/2012
    50.63
    8/1/2012
    54.84
    9/4/2012
    59.6
    10/1/2012
    59.02
    11/1/2012
    60.41
    12/3/2012
    63.48
    1/2/2013
    69.38
    2/1/2013
    73.34
    3/1/2013
    78.74
    4/1/2013
    78.82
    5/1/2013
    78.87
    6/3/2013
    77.24
    7/1/2013
    79.72
    8/1/2013
    77.51
    9/3/2013
    84.42
    10/1/2013
    88.86
    11/1/2013
    87.27
    12/2/2013
    90.42
    1/2/2014
    79.78
    2/3/2014
    83.32
    3/3/2014
    82.7
    4/1/2014
    75.9

    S&P500 Adj Close


    1363.61
    1345.2
    1320.64
    1292.28
    1218.89
    1131.42
    1253.3
    1246.96
    1257.6
    1312.41
    1365.68
    1408.47
    1397.91
    1310.33
    1362.16
    1379.32
    1406.58
    1440.67
    1412.16
    1416.18
    1426.19
    1498.11
    1514.68
    1569.19
    1597.57
    1630.74
    1606.28
    1685.73
    1632.97
    1681.55
    1756.54
    1805.81
    1848.36
    1782.59
    1859.45
    1872.34
    1883.95

    Apple Return S&P500 Return


    -1.58%
    -5.97%
    -2.83%
    6.23%
    -11.02%
    15.52%
    -3.41%
    -2.41%
    4.66%
    8.79%
    8.47%
    7.57%
    -7.96%
    7.78%
    -6.24%
    8.32%
    8.68%
    -0.97%
    2.36%
    5.08%
    9.29%
    5.71%
    7.36%
    0.10%
    0.06%
    -2.07%
    3.21%
    -2.77%
    8.91%
    5.26%
    -1.79%
    3.61%
    -11.77%
    4.44%
    -0.74%
    -8.22%

    -1.35%
    -1.83%
    -2.15%
    -5.68%
    -7.18%
    10.77%
    -0.51%
    0.85%
    4.36%
    4.06%
    3.13%
    -0.75%
    -6.27%
    3.96%
    1.26%
    1.98%
    2.42%
    -1.98%
    0.28%
    0.71%
    5.04%
    1.11%
    3.60%
    1.81%
    2.08%
    -1.50%
    4.95%
    -3.13%
    2.97%
    4.46%
    2.80%
    2.36%
    -3.56%
    4.31%
    0.69%
    0.62%

    Regression Statist

    SUMMARY OUTPUT
    Regression Statistics
    Multiple R
    0.711384158
    R Square
    0.50606742
    Adjusted R Square
    0.491539991
    Standard Error
    0.046242474
    Observations
    36
    ANOVA
    df
    Regression
    Residual
    Total

    1
    34
    35

    SS
    MS
    F
    Significance F
    0.074490646 0.074490646 34.83530545
    1.15385E-06
    0.072704457 0.002138366
    0.147195104

    Intercept
    X Variable 1

    Coefficients Standard Error


    t Stat
    P-value
    0.004747991
    0.007987611 0.594419387 0.556166777
    1.284253298
    0.217590975 5.90214414 1.15385E-06

    SLOPE
    INTERCEPT
    RSQ

    1.284253298
    0.004747991
    0.50606742

    Lower 95%
    -0.011484788
    0.842055234

    Upper 95% Lower 95.0% Upper 95.0%


    0.02098077 -0.011484788
    0.02098077
    1.726451362 0.842055234 1.726451362

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