Statistics functions

  • Thread starter Thread starter shahid
  • Start date Start date
S

shahid

If I have two lists of data (monthly excess returns on shares), one in
column A and the other in Coulum B, which Excel function I can use for
calculating the following:

1) for regressing monthly excess return from one list on the monthly excess
return in the other list.

2) function or formula to calculate ALPHA, BETA, T-statistics, and
R-squared.

3) non-systematic risk

thnx

Shahid
 
I'd figure there were some decent books on using Excel to calculat
various CAPM statistics that would go into the appropriate level o
detail, which would be several dozen pages. Given that amount of text
this really can't be addressed *responsibly* in newsgroup postings.

You might consider a Google web search. The following gave 4,570 hits.

http://www.google.com/search?hl=en&ie=UTF-8&q=+Excel++CAP
 

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