0.0498226368848854
0.0361471824190009 Coefficients Standard Error
0.0267577810277012 Intercept 0.0152943152 0.00748339353
0.0448507680082334 X Variable 1 1.3275131732 0.26741317518
-0.0358770948227456
-0.0532313617771114 DJIA
0.0723922554175408 SUMMARY OUTPUT
0.0226212869413649
-0.0117894081922183 Regression Statistics
0.0623128217469878 Multiple R 0.2814595374
-0.00116995994220813 R Square 0.0792194712
-0.063695325835077 Adjusted R Square 0.0745216114
0.0422778748562104 Standard Error 0.1065190366
-0.00300324561363465 Observations 198
0.0417123610370383
0.022210997199115 ANOVA
0.0151799661577224 df SS
0.0120674047738984 Regression 1 0.19133144146
0.0473429958858306 Residual 196 2.22387581181
0.00811585875124873 Total 197 2.41520725327
0.0193850387269739
0.0217774135934001 Coefficients Standard Error
0.0368530180911251 Intercept 0.0167030375 0.0076005433
0.0155952595512149 X Variable 1 1.0275291426 0.25022356445
0.0034598547445155
-0.00229901223045705 CCMP
0.0355363797854285 SUMMARY OUTPUT
0.0352516028619596
0.0155407380992724 Regression Statistics
0.0233442143351968 Multiple R 0.4109970381
0.0254337915413854 R Square 0.1689185654
0.0119899625493748 Adjusted R Square 0.164678354
0.0231892627698289 Standard Error 0.1011977734
0.0267336964268996 Observations 198
0.0276842349896194
0.00164181823208899 ANOVA
0.0306881573935233 df SS
0.0265771124414056 Regression 1 0.40797334428
0.00818474941229847 Residual 196 2.00723390899
0.00235165630586019 Total 197 2.41520725327
-0.0391942815573228
0.01560614863156 Coefficients Standard Error
-0.0370286338708799 Intercept 0.0125104293 0.0072765558
0.0474349645552231 X Variable 1 1.5488593124 0.24539574826
0.0435453961399776
-0.00606229239435734
-0.0350210378567908
0.0796438290208789
-0.04583005362386
-0.00140875168360727
-0.0783124810691272
0.053263756237351
0.0399674944837595
0.0490177238794608
0.053361903121816
0.012336785815596
0.0361030279249491
0.015956470381326
0.0484934200959969
0.0234585499409765
0.0205327412402833
-0.0134085187349736
0.0537249134570896
0.0050551065263442
0.0312630941473937
0.0426183056760105
0.022026554645954
0.0142076156058222
0.0312197390922401
0.0178952635255731
-0.0136567603414255
0.0052184100799843
-0.00024385569596623
-0.019466438192147
0.0737962365685991
0.021596138084157
0.0444841732235399
0.0113798867650309
0.037248354945049
0.0256643674043901
-0.00107401729604396
0.0372589070898723
-0.0258622520853088
0.00922733938627136
0.00166281785898838
-0.00380947010121311
0.0522925942878215
0.0389961814080926
0.0280760488677334
0.00853180627202188
0.00185977028765603
0.0109107907951896
0.0235058018237839
0.022413965917053
0.0314536829355143
0.0347773624448394
0.0266220097953271
0.027045485803944
0.0109677707546882
0.0283932157447464
0.0173779451612037
0.0249534525007146
0.0372547546817781
0.0230420777712174
0.0131760433959657
0.0278108621422263
0.0414229910646583
0.00167877505843837
-0.0128836218974018
0.0573522070313428
0.0362180333213809
-0.00136165184741591
-0.137245907167027
0.0234502291736693
-0.101429231235737
-0.183561871601336
0.151534723187727
-0.0122957195956669
0.17594653324361
0.0556171555177982
-0.00217150500377418
0.0124724477214086
0.0617643811592409
-0.0146560638908565
0.0578264707056159
0.0552079732397823
0.0805381704767778
-0.0481400933170047
0.0399256643391912
-0.0227131170690827
0.0686586639192866
0.0386338732239933
0.0318369639378403
0.0115481504725704
0.0382023320031888
0.0478255143172409
0.0238386502729037
0.0248624386974037
0.0586113315738071
-0.0153769036911285
-0.0180159240966543
0.00675142701923084
0.00689205469724416
0.0354094927347081
0.0663143933116707
0.017844633450513
0.00827533524765302
-0.05957053387323
0.112516560978132
0.0439330787756083
0.00507085492464494
0.0454489556614761
0.0374672715234706
0.00249691483266478
0.031945030756867
0.0130217951655166
0.0342979158485577
0.0395432453106044
-0.00429204712305391
0.0410889187027334
-0.0286730985528542
0.076980016356842
0.0316883001248554
0.00580733093021539
-0.0171772935739304
0.0260191963285649
0.0503312590021051
0.00511411307663924
0.0361377409937576
0.0304347269849351
0.0512671227958126
0.0335151473168072
0.0136133045380262
0.0156118891970862
0.0316232381134505
-0.00313204183812017
0.00957250874716904
0.0307068918331478
0.023434751517574
0.0208022258815302
-0.0100186478483903
0.0516966193571821
0.0375110189752152
0.0205435608557632
0.0124020436203783
MS F Significance F
0.2697579555 24.64404978 1.494603E-06
0.0109461699
t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%
2.0437673312 0.042314312 0.0005360064 0.030052624 0.0005360064 0.0300526241
4.964277367 1.494603E-06 0.8001366272 1.854889719 0.8001366272 1.8548897191
MS F Significance F
0.1913314415 16.86288521 5.896364E-05
0.0113463052
t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%
2.1976109889 0.029148471 0.0017136927 0.031692382 0.0017136927 0.0316923822
4.1064443507 5.896364E-05 0.5340529366 1.521005349 0.5340529366 1.5210053487
MS F Significance F
0.4079733443 39.83729804 1.804234E-09
0.0102409893
t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%
1.7192789675 0.087142316 -0.001839966 0.026860825 -0.001839966 0.026860825
6.3116794948 1.804234E-09 1.0649042417 2.032814383 1.0649042417 2.0328143832
S&P 500 Data DJIA Data
Beta 1.328 1.028
Observations 197 198
R2 0.112 0.079
Intercept 0.015 0.017
t Stat 4.964 4.106
Trend Line
Y = 1.328 X + 0.015 Y = 1.028 X + 0.017
Equation
% Change in SPX