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Computation of Beta
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.3709329
R Square 0.1375913
Adjusted R 0.1234534
Standard Err1.0091448
Observation 63
ANOVA
df SS MS F Significance F
Regression 1 9.91093101 9.91093101 9.732121 0.0027644
Residual 61 62.1207628 1.01837316
Total 62 72.0316938
cal Formula
cal Formula
Method 2 - Slope
Slope =
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.3356566
R Square 0.1126654
Adjusted R S 0.1052088
Standard Err 1.2091120
Observations 121.0000000
ANOVA
df SS MS
Regression 1.0000000 22.0893503 22.0893503
Residual 119.0000000 173.9722617 1.4619518
Total 120.0000000 196.0616121
0.4896296785
0.4899245933
MS / MSq
0.4896326901
0.4899245933
F Significance F
15.1094931 0.0001674
M*M
0.148876
2.2519482
0.0859305
0.1401672
0.9436632
2.9486409
0.0128094
0.0288126
0.1710792
0.0974343
0.1459223
1.47E-006
1.0318008
0.1746264
1.5415251
0.0415774
0.1866612
3.1430481
0.0477856
2.1351628
0.1171752
0.0902419
0.1651989
0.0225713
0.0133956
2.4597378
0.010856
0.5580189
3.3689611
0.0527502
0.2046427
0.0074004
0.0288568
0.0465251
0.7886234
0.0001698
0.0630185
0.0241572
4.43E-005
1.7273647
0.1254821
0.3800145
0.5439417
0.2853878
1.7389568
1.2073704
7.3131877
5.1860687
0.0006665
0.1625813
0.0072988
3.2721104
0.8283729
0.1401431
0.734481
3.4411148
0.020235
0.030491
0.9967463
0.1578073
1.7110092
0.2557475
0.0269345
0.2680655
3.14768
0.0281043
1.2407468
0.3734947
0.2417074
0.1336748
0.0348101
0.1973713
0.0805844
0.0751269
1.0665074
0.0049436
0.9672928
2.4415251
0.0001408
0.7100014
1.0026662
0.008099
0.0204049
0.0011829
1.0080163
0.141092
0.011458
0.390646
1.2045715
0.0922759
0.0089321
0.0182726
0.0357037
0.0454596
0.0408077
1.0601116
0.2418652
0.9831837
2.204518
0.1887898
0.0124093
0.7067662
3.2349943
0.0367698
0.0040549
0.4549995
0.1483378
2.01E-005
0.0087597
0.0254565
0.0138641
0.0249119
0.6113463
0.3574575
0.2350346
0.4080272
0.0958722
0.0403305
0.0164134
0.2418729
0.0421226
80.032987
0.6560081
Date Open High Low Close Volume - SPREAD -
(High-Low) (Open-
Close)
28-02-2017 1011.85 1022.7 1009.25 1012.4 2970066 13.45 -0.55