Stock Return Analysis: Hypothesis Testing and Regression Model
VerifiedAdded on 2023/04/04
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This report presents a stock return analysis focusing on Boeing and GD stocks. It includes hypothesis testing for means and variance equality, utilizing Jarque-Berra tests for normality and Bartlett’s test for homoskedasticity. Single and two population mean tests are conducted to compare stock returns, leading to a preference for GD stock due to its lower variance. Regression analysis is performed using the CAPM model to assess market risk, with findings indicating GD stock is aggressive. The report also verifies the normality assumption of residuals through graphical examination and Jarque-Berra testing, concluding that the residuals are normally distributed. Desklib offers a platform for students to access this and other solved assignments.
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