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Investment Management Assignment

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57 views7 pages

Investment Management Assignment

Uploaded by

routprajwal114
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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INVESTMENT MANAGEMENT ASSIGNMENT

INFOSYS

NAME: AKASH KUMAR ROUT


ROLL NO.: 23PG101011
SEC: B
MBA 2023-25
SUMMARY OF REGRESSION ANALYSIS
OVERALL MODEL FIT
REGRESSION STATISTICS
MULTIPLE R 0.578267
R SQUARE 0.334393
ADJUSTED R SQUARE 0.333717
STANDARD ERROR 1.572515
OBSERVATIONS 987

 There is a moderately positive correlation (multiple R = 0.5783) between the


independent and dependent variables.
 R-squared: 0.3344 - This number indicates that the independent variables account for
33.4% of the variance in the dependent variable. It fits quite snugly.
 Adjusted R-squared: 0.3337 - This is a little bit less than R-squared, indicating that
the number of independent variables may have slightly inflated the model fit.
SIGNIFICANCE OF THE MODEL
 The model as a whole is statistically significant, as indicated by the highly significant
(p-value < 0.001) F-statistic of 494.8526.
RESIDUAL
 The average difference between the actual data points and the values that the model
predicted is shown by the standard error, which is 1.5725.
COEFFICIENTS
 The two variables' coefficients (represented by α and β) are displayed in the table.
 We are unable to rule out the null hypothesis that their coefficients are zero because
both of their p-values are higher than 0.05. This suggests that each of them may not
have made a statistically meaningful contribution to the model.
 The meaning of α and β as well as the context of your particular investigation will
determine how these coefficients should be interpreted.
INVESTMENT MANAGEMENT ASSIGNMENT

INFOSYS

NAME: MEGHNA MOHAPATRA


ROLL NO.: 23PG101085
SEC: B
MBA 2023-25
INVESTMENT MANAGEMENT ASSIGNMENT

BRITANNIA

NAME: PRAJWAL KUMAR ROUT


ROLL NO.: 23PG101102
SEC: B
MBA 2023-25
INVESTMENT MANAGEMENT ASSIGNMENT

BRITANNIA

NAME: AMLAN AYUSHMAN


ROLL NO.: 23PG101102
SEC: B
MBA 2023-25
REGRESSION ANALYSIS INTERPRETATION:
SUMMARY OUTPUT
Regression Statistics
Multiple R - 0.317870777
R Square - 0.101041831
Standard Error - 1.034103144
Observations – 245

Let’s first understand, what is regression Analysis:


Regression Analysis main goal is to predict the value of the dependent variable based on the
values of the independent variables.
Let’s Understand 3 major parameters of the Regression Analysis, i.e.
1. Multiple R – It basically indicates the correlation coefficient & Value lies between ( -1 to
+ 1). (Coefficient of Variance). Here in this question, we can see that the value is coming
to be 0.31, which is within (-1 to +1), which means it is perfectly correlated.
2. R Square – It basically suggest the co-efficient of determination, which means how much
my dependent variable has been influenced by the return of the market. As, we can see the
value of R square over here is 0.10, it means to say that the return of Britannia is upto
10% & balance 90% has been influenced by other factors, such as firms own factor,
residual factor, unsystematic risk.
3. Standard Error – It means the deviation between the actual return of a stock and the
predicted / return of a stock.

R = Actual R = Mean
(Actual Return – Predicted Return = 0)
R = Predicted Return

The lower it will be, it will be the best. The standard error over here is 1.03, which is
quite closer & lower, which means our actual & predicted are almost the same.
INVESTMENT MANAGEMENT ASSIGNMENT

INFOSYS

NAME: SUVENDU MOHAN BARAL


ROLL NO.: 23PG101177
SEC: B
MBA 2023-25

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