You choose a company – Wayfair if possible. Follow instructions provided in pdf…. It is detailed assignment instructions. You will submit ONE group solution write-up, interpret your regression analysis results

You choose a company – Wayfair if possible. Follow instructions provided in pdf…. It is detailed assignment instructions. You will submit ONE group solution write-up, interpret your regression analysis results in the solution write-up. 1.Run the regression of stock returns on the three factors 2.Comment on the SAS regression output including a.Coefficient estimates on the intercept and the factors (the sign and magnitude that indicates the economic significance) and statistical significance (t-stat & p-value) b.Overall fit and validity of the model: F-stat and its p-value c.Goodness of fit of the model: R2 and Adjusted R2. 3.Run the regression of stock returns on the four factors 4.Comment on the SAS regression output including a-c as in Step 2. 5.Compare and comment on the differences between the two regressions (3- vs. 4-factor model) 6.Anything you’ve learnt from these exercises and would like to share

Do you need us to help you on this or any other assignment?


Make an Order Now