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Apple Returns Monthly Historical Performance

Explore historical data and summary statistics to predict Apple's returns based on market trends. Expect a 2.38% decline in Apple when the market drops by 2% and a 3.84% increase when the market rises by 2%. Utilize simple regression for accurate predictions.

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Apple Returns Monthly Historical Performance

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Presentation Transcript

  1. Apple ReturnsMonthly Historical Performance Stine and Foster Problem 19-45

  2. Summary Statistics

  3. Apple Return

  4. Market Return

  5. Scatterplot

  6. Simple Regression

  7. Predictions • Expected decline in Apple when the market goes down by 2% is a decline of 2.38% • Expected increase in Apple when the market goes up by 2% is an increase of 3.84% • The difference 6.21%

  8. Plot of Residuals on Explanatory Variable

  9. Timeplot of Residuals

  10. Summary Statistics for Apple Returns Returns Excess Returns

  11. Apple Return Returns Excess Returns

  12. Market Return Returns Excess Returns

  13. Scatterplot Returns Excess Returns

  14. Simple Regression Returns Excess Returns

  15. Plot of Residuals on Explanatory Variable Returns Excess Returns

  16. Timeplot of Residuals Return Excess Return

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