Economics 494 INVESTMENT ECONOMICS
	Spring 2015

Beta Estimation

Using monthly data for the period 2010 - 2014, estimate the beta (and alpha) for the company you are going to analyze in the team assignment.  Your output should be in the form of a Excel file and a Word document summarizing the results.  The summary should include a discussion of how significant the results are as measured by the R², F-statistic, and t-statistic.  If the output is a hard copy, it should be typed, double spaced, on 8 ½ x 11 or A4 paper.  This assignment is due on April 9.

Data for market and risk-free return