Question No 3

Part 1)
Date Nasdaq Amazon Netflix Return of Nasdaq Return of Amazon
20-Dec 12,888.28 3,256.93 540.73 12,888.28
20-Nov 12,268.32 3,168.04 490.7 12,268.32 -4.92980412418144 -2.7671933757332
20-Oct 11,052.95 3,036.15 475.74 11,052.95 -10.432296937326 -4.25228347075783
20-Sep 11,418.06 3,148.73 500.03 11,418.06 3.24989517291555 3.6408931510118
20-Aug 12,110.70 3,450.96 529.56 12,110.70 5.8893046973646 9.16532562678234
20-Jul 10,905.88 3,164.68 488.88 10,905.88 -10.4787266036868 -8.66005085660409
20-Jun 10,156.85 2,758.82 455.04 10,156.85 -7.11537386176698 -13.7248892561915
20-May 9,555.53 2,442.37 419.73 9,555.53 -6.10283102130077 -12.1834172714735
20-Apr 9,000.51 2,474.00 419.85 9,000.51 -5.98388020977163 1.28673946075294
20-Mar 7,813.50 1,949.72 375.5 7,813.50 -14.1428235526172 -23.8150501448225
20-Feb 8,461.83 1,883.75 369.03 8,461.83 7.97124554115709 -3.44213015635034
20-Jan 8,991.51 2,008.72 345.09 8,991.51 6.07153365011922 6.42332323386353
19-Dec 8,733.07 1,847.84 323.57 8,733.07 -2.91638298113971 -8.34803139125632
19-Nov 8,403.68 1,800.80 314.66 8,403.68 -3.84472638209221 -2.57863787742549
19-Oct 8,083.83 1,776.66 287.41 8,083.83 -3.88039350248733 -1.34958134529977
19-Sep 7,749.45 1,735.91 267.62 7,749.45 -4.22438970217986 -2.32034255811128
19-Aug 7,691.00 1,776.29 293.75 7,691.00 -0.757105903007404 2.29951479519103
19-Jul 7,848.78 1,866.78 322.99 7,848.78 2.03072916286524 4.96881019874853
19-Jun 7,671.07 1,893.63 367.32 7,671.07 -2.29019954910277 1.4280600415507

Part 2) Monthly
Average -2.88256811701325 -3.01271895534028
Variance 36.9915007117612 65.229820385011
S.D 6.0820638529829 8.07649802730187

Annually
Average -34.5908174041589 -36.1526274640833
Variance 443.898008541135 782.757844620132
S.D 72.9847662357948 96.9179763276224
 Regressing Nasdaq Over Amazon and Netflix
Part 3) SUMMARY OUTPUT

Return of Netflix Regression Statistics

Multiple R 0.958363
-9.708713538527 R Square 0.918459
-3.0961456583495 Adjusted R 0.908266
4.97966101099012 Standard E 529.8679
5.73783764471924 Observatio 19
-7.9929412482796
-7.1731733411839 ANOVA
-8.0773679761517 df SS MS F
0.0285857216268 Regression 2 50598571 25299286 90.11002
-11.163903342538 Residual 16 4492159 280760
-1.7380529655386 Total 18 55090731
-6.7072688972775
-6.4389778734991 Coefficients
Standard Error t Stat P-value
-2.792278302876 Intercept 3233.074 655.5904 4.931546 0.00015
-9.0582923061471 X Variable 2.787949 0.783187 3.55975 0.002612
-7.1341703873964 X Variable -0.963489 5.631768 -0.171081 0.866305
9.3161001581526
9.48922975327029
12.861203975425

-2.1482593096434
56.245530949787
7.49970205740115

-25.77911171572
674.946371397444
89.9964246888138
Significance F
1.954E-09

Lower 95%Upper 95%Lower 95.0%

Upper 95.0%
1843.285 4622.864 1843.285 4622.864
1.127667 4.448231 1.127667 4.448231
-12.9023 10.97533 -12.9023 10.97533