Abstract
Simple linear regression of stock rates of return with a Market index provides an estimate of beta, a measure of risk, which is central to finance investment theory.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2013 Springer Science+Business Media New York
About this chapter
Cite this chapter
Fraser, C. (2013). Finance Application: Portfolio Analysis with a Market Index as a Leading Indicator in Simple Linear Regression. In: Business Statistics for Competitive Advantage with Excel 2013. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-7381-7_8
Download citation
DOI: https://doi.org/10.1007/978-1-4614-7381-7_8
Published:
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4614-7380-0
Online ISBN: 978-1-4614-7381-7
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)