Estimate the stock beta for company

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Reference no: EM132002364

(i) Estimate the stock beta for a company. Select a publicly traded company (preferably large firms) and download the monthly closing prices for 5 years into Excel. Choose a market index (e.g. S&P 500) and download the monthly closing values for 5 years into Excel. Calculate the monthly returns for the selected company and the market index. Using the regression function in Excel, regress the stock return on the market index return.

(ii) Compare and contrast the stock beta you estimated with two other sources (e.g. Yahoo! Finance, CNBC, etc.).

Reference no: EM132002364

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