ECON 3600 University of California Los Angeles Capital Asset Pricing Model HW Using Apple Nike and Sprint as the 3 companies. Please follow the requirement

ECON 3600 University of California Los Angeles Capital Asset Pricing Model HW Using Apple Nike and Sprint as the 3 companies. Please follow the requirement…… Due: May 9th @11:59PM
Econ 3600
Class Project: Part 2
Capital Asset Pricing Model (CAPM)
You will need to upload 2 separate file into Brightspace:
a. The write up will include tables and charts that you can paste into word from excel.
For your write up answer the following questions. Please use complete sentences. Points
will be deducted for incomplete explanations.
A. For each company, look at the t-stats and p-vales and discuss statistical
significance of your results.
B. Define Beta in your own words.
C. What company had the highest and lowest Beta?
D. Did the companies you chose for your portfolio have similar Beta’s?
E. Compare the Beta that you calculated with the companies Beta on Yahoo Finance.
Describe differences.
F. Describe your portfolio in detail.
b. Excel Spreadsheet with tabs for each company.
Directions:
1. Use data from finance.yahoo.com to answer the following questions.
a. Select the 3 Companies (use the you chose for part 1 of this project) and the S&P 500.
Click on the Profile tab to see an overview of the company.
2. Sort the data from earliest to latest.
3. Prepare an x-y scatter plot with no line inserted. Be sure that the firm’s returns represent the yvariable and the market’s returns represent the x-variable.
4. Generate a regression for each company to the S&P 500 returns series.
5. Make a table summarizing each company (intercept, Beta, and p-value). Make observations.
Useful for Regression Analysis
Excel:
http://excelmasterseries.com/ClickBank/Thank_You_New_Manual_Order/ePUB_Files/Ad
vanced_Regression/Text/Regression_Output.html
Stata: https://www.youtube.com/watch?v=HafqFSB9x70

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