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SUMMARY OUTPUT

Regression Statistics
Multiple R 0.5663334362
R Square 0.3207335609
Adjusted R Squ 0.2946079287
Standard Error 0.0153647124
Observations 28

ANOVA
df SS MS F Significance F
Regression 1 0.0028981874 0.002898187 12.2765855999 0.0016799318
Residual 26 0.0061379341 0.000236074
Total 27 0.0090361215

Coefficients Standard Error t Stat P-value Lower 95%


Intercept -0.0003461725 0.0029427595 -0.11763533 0.9072606659 -0.0063951013
X Variable 1 0.7880925291 0.2249253538 3.503795884 0.0016799318 0.3257518428
Upper 95% Lower 95.0% Upper 95.0%
0.0057027563 -0.006395101 0.0057027563
1.2504332154 0.3257518428 1.2504332154
Symbol Date ACPL Share Index Actual ReturnRm E[R] Abnormal CAR
ACPL 3-Aug-15 199.01 35824.56
ACPL 4-Aug-15 200.98 35921.71 0.990% 0.002712 1.49% -0.495% t-13 -0.495%
ACPL 5-Aug-15 200.96 36156.83 -0.010% 0.006545 1.79% -1.797% t-12 -2.292%
ACPL 6-Aug-15 199.98 36228.88 -0.488% 0.001993 1.43% -1.916% t-11 -4.209%
ACPL 7-Aug-15 199.8 36222.63 -0.090% -0.00017 1.26% -1.348% t-10 -5.556%
ACPL ### 199.45 36084.67 -0.175% -0.00381 0.97% -1.146% t-9 -6.703%
ACPL ### 204.08 36205.94 2.321% 0.003361 1.54% 0.785% t-8 -5.918%
ACPL ### 200.58 35892.77 -1.715% -0.00865 0.59% -2.305% t-7 -8.223%
ACPL ### 199.16 35937.33 -0.708% 0.001241 1.37% -2.077% t-6 -10.300%
ACPL ### 198.06 35588.05 -0.552% -0.00972 0.51% -1.058% t-5 -11.358%
ACPL ### 196.06 35546.03 -1.010% -0.00118 1.18% -2.188% t-4 -13.546%
ACPL ### 198.12 35461.58 1.051% -0.00238 1.08% -0.034% t-3 -13.579%
ACPL ### 197.97 35219.59 -0.076% -0.00682 0.73% -0.809% t-2 -14.389%
ACPL ### 196 34519.77 -0.995% -0.01987 -0.29% -0.701% t-1 -15.089%
ACPL ### 190.55 33100.34 -2.781% -0.04112 -1.97% -0.811% 0 -15.901%
ACPL ### 195.82 33798.8 2.766% 0.021101 2.93% -0.169% t+1 -16.070%
ACPL ### 193.55 33537.42 -1.159% -0.00773 0.66% -1.821% t+2 -17.891%
ACPL ### 195.5 33961.29 1.007% 0.012639 2.27% -1.260% t+3 -19.151%
ACPL ### 200.35 34447.47 2.481% 0.014316 2.40% 0.081% t+4 -19.070%
ACPL ### 201 34726.51 0.324% 0.0081 1.91% -1.585% t+5 -20.655%
ACPL 1-Sep-15 200.01 34456.34 -0.493% -0.00778 0.66% -1.151% t+6 -21.806%
ACPL 2-Sep-15 201 34309.76 0.495% -0.00425 0.94% -0.441% t+7 -22.247%
ACPL 3-Sep-15 201.98 34397.33 0.488% 0.002552 1.47% -0.985% t+8 -23.232%
ACPL 4-Sep-15 198.43 33891.08 -1.758% -0.01472 0.11% -1.869% t+9 -25.101%
ACPL 7-Sep-15 196.4 32944.48 -1.023% -0.02793 -0.93% -0.093% t+10 -25.195%
ACPL 8-Sep-15 197.96 33474.17 0.794% 0.016078 2.54% -1.744% t+11 -26.939%
ACPL 9-Sep-15 198.97 33830.36 0.510% 0.010641 2.11% -1.600% t+12 -28.539%
ACPL ### 200.99 33792.37 1.015% -0.00112 1.18% -0.168% t+13 -28.706%
ACPL ### 187.18 33672.72 -6.871% -0.00354 0.99% -7.863% t+14 -36.570%
Rf 0.06
Beta 0.7881 0.7881

Chart Title
0.000%
3 2 1 0 -9 -8 -7 -6 -5 -4 - 3 -2 -1 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 10 11 12 13 14
t-1 t-1 t-1 t-1 t t t t t t t t t t t t t t t t t t t+ t+ t+ t+ t+
-5.000%

-10.000%

-15.000%

-20.000%

-25.000%

-30.000%

-35.000%

-40.000%