Finance Application: Portfolio Analysis with a Market Index as a Leading Indicator in Simple Linear Regression

Cynthia Fraser
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Cynthia Fraser: University of Virginia, McIntire School of Commerce

Chapter Chapter 5 in Business Statistics for Competitive Advantage with Excel and JMP, 2024, pp 105-116 from Springer

Abstract: Abstract Simple linear regression of stock rates of return with a Market index provides an estimate of beta, a measure of Market specific risk, which is central to finance investment theory.

Date: 2024
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DOI: 10.1007/978-3-031-42555-4_5

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