Scribd
Upload
38 views4 pages

Statistical Analysis

This document contains monthly stock price data for Merck and the S&P 500 index from June 2007 to June 2012. It also includes the percentage changes in stock price from month to month for both Merck and the S&P 500.

Uploaded by

mayor78
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
38 views4 pages

Statistical Analysis

This document contains monthly stock price data for Merck and the S&P 500 index from June 2007 to June 2012. It also includes the percentage changes in stock price from month to month for both Merck and the S&P 500.

Uploaded by

mayor78
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 4

Date

1/Jun/07
2/Jul/07
1/Aug/07
4/Sep/07
1/Oct/07
1/Nov/07
3/Dec/07
2/Jan/08
1/Feb/08
3/Mar/08
1/Apr/08
1/May/08
2/Jun/08
1/Jul/08
1/Aug/08
2/Sep/08
1/Oct/08
3/Nov/08
1/Dec/08
2/Jan/09
2/Feb/09
2/Mar/09
1/Apr/09
1/May/09
1/Jun/09
1/Jul/09
3/Aug/09
1/Sep/09
1/Oct/09
2/Nov/09
1/Dec/09
4/Jan/10
1/Feb/10
1/Mar/10
1/Apr/10
3/May/10
1/Jun/10
1/Jul/10
2/Aug/10
1/Sep/10
1/Oct/10
1/Nov/10
1/Dec/10
3/Jan/11
1/Feb/11
1/Mar/11
1/Apr/11

Merck

39.90
39.78
40.20
41.73
47.04
47.93
47.23
37.47
36.00
31.11
31.19
31.94
31.21
27.24
29.54
26.42
25.91
22.37
25.82
24.25
20.55
23.10
20.93
23.81
24.48
26.28
28.39
28.03
27.41
32.09
32.71
34.18
33.01
33.79
31.70
30.48
31.98
31.52
32.16
34.02
33.56
31.86
33.66
30.98
30.42
31.19
33.97

SP500

1,503.35
1,455.27
1,473.99
1,526.75
1,549.38
1,481.14
1,468.36
1,378.55
1,330.63
1,322.70
1,385.59
1,400.38
1,280.00
1,267.38
1,282.83
1,166.36
968.75
896.24
903.25
825.88
735.09
797.87
872.81
919.14
919.32
987.48
1,020.62
1,057.08
1,036.19
1,095.63
1,115.10
1,073.87
1,104.49
1,169.43
1,186.69
1,089.41
1,030.71
1,101.60
1,049.33
1,141.20
1,183.26
1,180.55
1,257.64
1,286.12
1,327.22
1,325.83
1,363.61

Merck
-0.30%
1.05%
3.74%
11.98%
1.87%
-1.47%
-23.15%
-4.00%
-14.60%
0.26%
2.38%
-2.31%
-13.61%
8.11%
-11.16%
-1.95%
-14.69%
14.34%
-6.27%
-16.56%
11.70%
-9.86%
12.89%
2.78%
7.10%
7.72%
-1.28%
-2.24%
15.76%
1.91%
4.40%
-3.48%
2.34%
-6.38%
-3.92%
4.80%
-1.45%
2.01%
5.62%
-1.36%
-5.20%
5.50%
-8.30%
-1.82%
2.50%
8.54%

SP500
-3.25%
1.28%
3.52%
1.47%
-4.50%
-0.87%
-6.31%
-3.54%
-0.60%
4.65%
1.06%
120.00%
-8.99%
-0.99%
100.00%
1.21%
-9.52%
80.00%
-18.56%
60.00%
-7.78%
0.78%
40.00%
-8.95%
-11.65%
20.00%
8.20%
0.00%
8.98%
-10
5.17%
-20.00%
0.02%
7.15%
-40.00%
3.30%
3.51%
-2.00%
5.58%
1.76%
-3.77%
2.81%
5.71%
1.47%
-8.55%
-5.54%
6.65%
-4.86%
8.39%
3.62%
-0.23%
6.33%
2.24%
3.15%
-0.10%
2.81%

2/May/11
1/Jun/11
1/Jul/11
1/Aug/11
1/Sep/11
3/Oct/11
1/Nov/11
1/Dec/11
3/Jan/12
1/Feb/12
1/Mar/12
2/Apr/12
1/May/12
1/Jun/12

34.73
33.71
32.60
31.62
31.61
33.35
34.56
36.88
37.44
37.34
37.98
38.82
37.17
41.75

1,345.20
1,320.64
1,292.28
1,218.89
1,131.42
1,253.30
1,246.96
1,257.60
1,312.41
1,365.68
1,408.47
1,397.91
1,310.33
1,362.16

2.21%
-2.98%
-3.35%
-3.05%
-0.03%
5.36%
3.56%
6.50%
1.51%
-0.27%
1.70%
2.19%
-4.34%
11.62%

-1.36%
-1.84%
-2.17%
-5.85%
-7.45%
10.23%
-0.51%
0.85%
4.27%
3.98%
3.09%
-0.75%
-6.47%
3.88%

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.473836
R Square
0.224521
Adjusted R Square
0.21115
Standard Error
0.068184
Observations
60
ANOVA
df
Regression
Residual
Total

Intercept
X Variable 1

SS
1 0.07807
58 0.269647
59 0.347717

Coefficients
Standard Error
0.001813 0.008806
0.643503 0.157034

alpha
beta
r-squad
t-stat for alpha

0.001813136
0.643502885
0.224520805

SLOPE
INTERCEPT
0.6435
0.6435

Chart Title
120.00%
100.00%
80.00%
60.00%
40.00%
20.00%
0.00%
0
-20.00%
-40.00%

10

20

30

40

50

60

70

MS
0.07807
0.004649

F
Significance F
16.79246425 0.000131232

t Stat
0.20589
4.097861

P-value
Lower 95% Upper 95%Lower 95.0%
Upper 95.0%
0.837597818 -0.015814651 0.019441 -0.01581 0.019441
0.000131232 0.329165479 0.95784 0.329165 0.95784

You might also like