Stock Price Regression Model
May 24th, 2022
Watch the video about how to download stock price data from Yahoo! Finance into an Excel spreadsheet and complete the functions in this assignment. Then download your own copies of the prices for the S&P 500 (^GSPC) and for two equities using your first and last names. Again, watch my video(s) to see how this is done.
- Download the weekly ending prices for the last 52 weeks for each of these, and use the trading symbols as the column headings.
- Run a separate regression function for each equity against the S&P 500 (^GSPC).
- Run a multiple regression function using both equities against the S&P 500.
- Use the resulting three equations to plot expected values of S&P 500 (^GSPC) using the intercepts and equity values in the three regression equations.
- Using the X/Y (scatter) chart function in Excel, plot the actual ^GSPC values against the projected values.
- Post the final Excel file showing all price data, regression functions, plot data and the X/Y (scatter) chart.
- Include a brief (25 word) discussion of your conclusion(s) when you upload the file (format: xls or xlsx only).
You must use Excel for this exercise. Do not use SAS, SPSS or another spreadsheet or statistical package.