Beruflich Dokumente
Kultur Dokumente
Covariance(S1,M) 0.3018547223
β 0.5132071845
Comment:
1) So by taking 3.50% of Risk we will get .1569% of returns
2) As 'α' value is positive we say that the stock value is undervalued and we should Buy the stock.
5.77%
0.5278 -0.0841
S-D S-E
0.0703 -0.0206
Positively correlated Negatively correlated