Calculate the Alpha and Beta for General Motors using the historic total return data on the spreadsheet. The Beta is: 0.10 0.63 0.93 1.09 1.40 Using the data for question 40, the Alpha is: 0.01 0.29 0.53 0.59 0.72
Calculate the Alpha and Beta for General Motors using the historic total return data on the spreadsheet. The Beta is: 0.10 0.63 0.93 1.09 1.40 Using the data for question 40, the Alpha is: 0.01 0.29 0.53 0.59 0.72
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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Transcribed Image Text:Calculate the Alpha and Beta for General Motors using the historic total return data on the spreadsheet. The
Beta is:
0.10
0.63
0.93
1.09
1.40
Using the data for question 40, the Alpha is:
0.01
0.29
0.53
0.59
0.72
Transcribed Image Text:Date
5/1/2017
6/1/2017
7/1/2017
8/1/2017
9/1/2017
10/1/2017
10/1/2019
11/1/2019
11/1/2017
12/1/2017
1/1/2018
2/1/2018
8.28%
3/1/2018
-2.08%
4/1/2018 -13.96%
5/1/2018
8.38%
6/1/2018
3.03%
7/1/2018
5.16%
8/1/2018
7.07%
9/1/2018
-8.97%
10/1/2018
-3.58%
11/1/2018
13.45%
12/1/2018 -15.17%
1/1/2019
-1.17%
2/1/2019
6.42%
3/1/2019 -5.69%
4/1/2019
16.83%
5/1/2019 -13.47%
6/1/2019
-5.50%
7/1/2019
8.76%
8/1/2019
-1.04%
9/1/2019
-0.14%
3.22%
-1.64%
8.45%
GM Total
Returns
12/1/2019
1/1/2020
9.48%
2/1/2020 46.78%
3/1/2020
-7.90%
4/1/2021
5/1/2021
-2.86%
-3.99%
-1.53%
-9.51%
-7.00%
-0.26%
5.12%
-4.22%
7.78%
4/1/2020 -13.87%
5/1/2020
2.29%
6/1/2020
1.65%
7/1/2020
-16.00%
8/1/2020
0.14%
9/1/2020 -14.31%
10/1/2020 -21.24%
11/1/2020
5.28%
12/1/2020 -17.84%
1/1/2021
-1.27%
2/1/2021 -10.67%
3/1/2021
0.42%
-3.52%
0.24%
4.10%
15.98%
6/1/2021
7/1/2021
8/1/2021
9/1/2021
10/1/2021
11/1/2021
12/1/2021
1/1/2022
2/1/2022
-7.02%
-3.16%
-5.94%
-1.30%
11.19%
12.86%
6.81%
Wilshire 5K
T Return
-0.75%
-1.77%
0.11%
-2.19%
-1.97%
-2.67%
-1.08%
-4.94%
3.98%
2.58%
-0.40%
-2.47%
-0.62%
-3.08%
-3.23%
0.05%
8.14%
-1.64%
10.48%
-8.01%
-3.15%
-1.24%
-3.76%
7.19%
-6.27%
-1.36%
2.54%
-1.41%
-1.92%
-3.37%
-2.62%
0.15%
9.01%
16.31%
-11.80%
-5.05%
-2.22%
-5.28%
-6.74%
3.85%
2.24%
-10.87%
-4.10%
0.15%
-2.75%
-2.95%
-4.85%
-0.22%
-2.54%
-1.30%
-2.71%
4.75%
-6.16%
1.83%
-3.15%
6.70%
2.61%
1.57%
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