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Which of the following is NOT correct with regards to the regression output in Excel?...

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Finance

Which of the following is NOT correct with regards to the regression output in Excel?

The R-square is the percentage of the variation in the dependent variable that is explained by variations in all of the independent variables.

When running a regression in Excel, we can selected Line Fit Plots to create a chart on the output worksheet that shows all the observed data points along with the predicted values.

Ideally, we would like to see a significance F of 0.80 or higher as that would mean that the model has significant predictive capability.

If the regression output is the result of running a regression of a stocks returns on the markets returns and the Intercept Coefficient is positive with a p-value below 0.10, we can say that the stock outperformed the market index after adjusting for risk.

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