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Project 1

The model predicts stock price (dependent variable) based on three independent variables: dividends (DIV), earnings per share (EPS), and previous year's stock price (OLDPR). The R Square value is 0.784, meaning the model explains 78.4% of the variation in stock price. An ANOVA test shows the regression is statistically significant. Individual coefficients show that DIV and EPS significantly predict stock price, while OLDPR is the strongest predictor.

Uploaded by

Satyaranjan Sahu
Copyright
© Attribution Non-Commercial (BY-NC)
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Download as DOCX, PDF, TXT or read online on Scribd
35 views

Project 1

The model predicts stock price (dependent variable) based on three independent variables: dividends (DIV), earnings per share (EPS), and previous year's stock price (OLDPR). The R Square value is 0.784, meaning the model explains 78.4% of the variation in stock price. An ANOVA test shows the regression is statistically significant. Individual coefficients show that DIV and EPS significantly predict stock price, while OLDPR is the strongest predictor.

Uploaded by

Satyaranjan Sahu
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Model Summary

Std. Error of the


Model

R Square
.885

Adjusted R Square

.784

Estimate

.755

8.30103

a. Predictors: (Constant), OLDPR, DIV, EPS

ANOVA
Model
1

Sum of Squares

df

Mean Square

Regression

5739.763

1913.254

Residual

1584.865

23

68.907

Total

7324.628

26

Sig.

27.766

.000

a. Predictors: (Constant), OLDPR, DIV, EPS


b. Dependent Variable: PRICE

Coefficients

Standardized
Unstandardized Coefficients
Model
1

Std. Error

(Constant)

-4.316

4.337

DIV

-8.908

4.270

EPS

4.587

OLDPR

1.497

a. Dependent Variable: PRICE

Coefficients
Beta

Sig.
-.995

.330

-.250

-2.086

.048

1.862

.314

2.463

.022

.230

.785

6.517

.000

Coefficient Correlations
Model
1

OLDPR
Correlations

Covariances

DIV

EPS

OLDPR

1.000

-.232

-.410

DIV

-.232

1.000

-.395

EPS

-.410

-.395

1.000

.053

-.228

-.175

DIV

-.228

18.236

-3.143

EPS

-.175

-3.143

3.469

OLDPR

a. Dependent Variable: PRICE

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