Calculate the following for each stock and the market:
1. Average return
2. Variance and Standard deviation of sample residuals from each
regression
3. Correlation between each stock and the market
4. Beta for each stock
5. Alpha for each stock
Month Stock
A Stock B
S&P 500
1
17%
28%
8%
2
13%
9%
10%
3
9%
2%
4%
4
5%
12%
6%
5
8%
11%
5.5%
6
14%
6%
9.5%
Calculate the following for each stock and the market: 1. Average return 2. Variance and Standard deviation of sample re
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