Estimate the CAPM and interpret your output (I JUST WANT THE INTERPRETATION) ...

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Accounting

  1. Estimate the CAPM and interpret your output (I JUST WANT THE INTERPRETATION)

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Standard Error Observations 1.842201849 1143 ANOVA df SS Significance F 0 1 Regression Residual Total MS F 27920.11943 8227.026 3.393707651 27920.11943 3872.22043 31792.33986 1141 1142 Intercept Mkt-Rf Coefficients Standard Error 0.119099777 0.054944473 0.925775527 0.010206675 t Stat P-value 2.16763891 0.030392 90.70295207 0 Lower 95% 0.011296234 0.905749569 Upper 95% Lower 95.0% Upper 95.0% 0.226903319 0.011296234 0.226903319 0.945801485 0.905749569 0.945801485

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