{"id":15809,"date":"2024-03-17T17:36:31","date_gmt":"2024-03-17T17:36:31","guid":{"rendered":"https:\/\/www.writemyessays.app\/blog\/questions\/testing-the-capital-asset-pricing-model-capm-using-your-selected-choice-of-stock\/"},"modified":"2024-03-17T17:36:31","modified_gmt":"2024-03-17T17:36:31","slug":"testing-the-capital-asset-pricing-model-capm-using-your-selected-choice-of-stock","status":"publish","type":"questions","link":"https:\/\/www.writemyessays.app\/blog\/questions\/testing-the-capital-asset-pricing-model-capm-using-your-selected-choice-of-stock\/","title":{"rendered":"Testing the Capital Asset Pricing Model (CAPM) using your selected choice of stock"},"content":{"rendered":"<p>Access stock prices and create stock returns data using the closing prices, for at least the last ten years.<\/p>\n<div>Keep track of the starting and end dates<\/div>\n<div><\/div>\n<div>For the same time period, you need market proxy returns data, such as SPX (S&amp;P 500)<\/div>\n<div>rISK-free (rr) proxy returns data, ofr the same frequency as your chosen stocks&nbsp; T-Bill yields for the same starting and ending dates&nbsp;<\/div>\n<div>Run the Ordinary Least Squares (OLS) regression using PYthon, gretl or R for th two split data returns series to undertake the compartive analysis of estimates&nbsp;<\/div>\n<div>Analysis should include statistical significance of (Abnormal returns) and (BETA systematic risk) as well as the differencesw for th4e two dataq sets<\/div>\n<div>Violations of OLS asumptions<\/div>\n<div>Submit findings in a WORD Document with the summary tables of OLS etimates and analysis&nbsp;<\/div>\n","protected":false},"excerpt":{"rendered":"<p>Access stock prices and create stock returns data using the closing prices, for at least the last ten years. Keep track of the starting and end dates For the same time period, you need market proxy returns data, such as SPX (S&amp;P 500) rISK-free (rr) proxy returns data, ofr the same frequency as your chosen [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"open","ping_status":"closed","template":"","meta":[],"disciplines":[18],"paper_types":[],"tagged":[],"aioseo_notices":[],"_links":{"self":[{"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/questions\/15809"}],"collection":[{"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/questions"}],"about":[{"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/types\/questions"}],"author":[{"embeddable":true,"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/comments?post=15809"}],"version-history":[{"count":0,"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/questions\/15809\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/media?parent=15809"}],"wp:term":[{"taxonomy":"disciplines","embeddable":true,"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/disciplines?post=15809"},{"taxonomy":"paper_types","embeddable":true,"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/paper_types?post=15809"},{"taxonomy":"tagged","embeddable":true,"href":"https:\/\/www.writemyessays.app\/blog\/wp-json\/wp\/v2\/tagged?post=15809"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}