Model Estimation Archives

Estimate alpha of each stock using S&P 500 index as a proxy for the market portfolio. Which stock/fund has the highest alpha and which stock/fund has the lowest alpha?

By EzekielPosted on March 10, 2023March 10, 2023Posted in FinanceTagged collegeessays, Delta, essayhelp, historical price, Model Estimation

Single Factor Model Estimation Part I: Single Factor Model Estimation Go to finance.yahoo.com and download monthly historical price data over the 5 year period from March 1, 2018 to February 28, 2023 of the following stocks or fund: a. S&P 500 index ETF (ticker: SPY) b. Delta (ticker: DAL) c. Amazon (ticker: AMZN) d. Apple […]