0.

008
Colgate
379
377
368
395
467
501
518
510
500
560
586
569

Return

Ri-Rf

-0.005277
-0.023873
0.07337
0.182278
0.072805
0.033932
-0.015444
-0.019608
0.12
0.046429
-0.02901

-0.013277
-0.031873
0.06537
0.174278
0.064805
0.025932
-0.023444
-0.027608
0.112
0.038429
-0.03701

Index
11272
11180
11272
12370
12961
13773
13739
12215
13352
14320
13999
14076

SUMMARY OUTPUT
Regression Statistics
Multiple R 0.431508
R Square
0.186199
Adjusted R 0.095777
Standard Er 0.064793
Observatio
11
ANOVA
df
Regression
Residual
Total

Rf
Rm
b

10%
15%
0.481951

Rf+B(Rm-Rf)

SS
MS
1 0.008645 0.008645
9 0.037784 0.004198
10 0.046429

Coefficients
Standard Error t Stat
Intercept
0.024801 0.020102 1.233765
X Variable 0.481951 0.335855 1.434996

RESIDUAL OUTPUT
0.124098
0.124098

ObservationPredicted Y
1 0.017012
2 0.024912
3 0.067892

Residuals
Standard Residuals
-0.030289 -0.492762
-0.056784
-0.9238
-0.002523 -0.041043

4
5
6
7
8
9
10
11

0.043972
0.05114
0.019756
-0.032515
0.065807
0.055887
0.010142
0.023597

0.130307
0.013665
0.006176
0.009071
-0.093415
0.056113
0.028286
-0.060607

2.119896
0.222315
0.100475
0.147566
-1.519721
0.912884
0.460176
-0.985987

Return

Rm-Rf

-0.008162
0.008229
0.09741
0.047777
0.062649
-0.002469
-0.110925
0.093082
0.072499
-0.022416
0.0055

-0.016162
0.000229
0.08941
0.039777
0.054649
-0.010469
-0.118925
0.085082
0.064499
-0.030416
-0.0025

X Variable 1 Resid

P-value Lower 95% Upper 95%Lower 95.0%

Upper 95.0%
0.248538 -0.020673 0.070276 -0.020673 0.070276
0.185112 -0.277806 1.241708 -0.277806 1.241708

ard Residuals

-0.010468598

0.0397768795

0.0894095103

-0.1

0.0546494869

0
-0.05
0.0002289803

0.2
0
-0.1
-0.2

-0.0161618169

F
Significance F
2.059213 0.185112

-0.15

Residuals

0.2

X Variable
1
0.1

-0.2
X Variable 1

X Variabl

-0.05

0.0002289803
-0.1

-0.2
X Variable 1

0.0397768795

0.0894095103
0

X Variable 1

-0.010468598

0.0546494869
0.05

0.0644985021

0.0850822759

-0.1189251037

0.1

-0.0024996071

-0.0304162011

ble 1 Residual Plot

X Variable
1 Line Fit Plot
0.1
0.2

0.15