贝塔系数作业示例

000402 000402 -0.021362 0.004352实验题目：上市公司贝塔系数估计所在学院：经济管理学院课程编号：40L110Q授课对象：经济管理学院2010级本科生授课教师：班级：姓名（学号）：授课学期：2011 2012学年第一学期金融街控股股份有限公司（000402）2010年1月1日—2010年12月31日考虑现金红利再投资的综合日市场回报率考虑现金红利再投资的日个股回报率数据。证券代码考虑现金红利再投资的综合日市场回报率（流通市值加权平均法）考虑现金红利再投资的日个股回报率000402-0.007597-0.0346250004020.008240-0.022203000402-0.0067390.003493

0004020.0043900.0112650004020.003026-0.0257070004020.0176160.011434000402-0.027699-0.0365220004020.0165060.0072200004020.0045690.0125450004020.0065420.0176990004020.000693-0.006087000402-0.033171-0.0349960004020.0050900.009066000402-0.013664-0.029650000402-0.011604-0.000926000402-0.026898-0.031511000402-0.0119390.0009570004020.0051270.0133840004020.000840-0.008491000402-0.0143710.007612000402-0.003211-0.0113310004020.0224770.0257880004020.000113-0.001862000402-0.019299-0.028918000402-0.001318-0.0096060004020.003256-0.0009700004020.0125930.0184470004020.0006750.0076260004020.0114430.008515000402-0.004100-0.013133000402-0.004597-0.0161600004020.0153680.0106280004020.0142980.028681000402-0.001859-0.0074350004020.0124860.010300000402-0.0029900.0148290004020.008421-0.010959000402-0.026555-0.0277010004020.002422-0.0037990004020.0083060.0133460004020.0054740.029163000402-0.008312-0.011883000402-0.0008130.000925000402 000402 0.023970 -0.001171000402 000402 -0.013635 -0.019409000402-0.012247-0.0131950004020.0071590.0076410004020.0215720.022749000402-0.0011270.0129750004020.0078450.0073190004020.003237-0.002725000402-0.006673-0.0145720004020.0026530.000000000402-0.012673-0.0240300004020.0141230.0151520004020.0200620.0251870004020.0026690.002730000402-0.004822-0.0009070004020.0133080.0272480004020.0031850.022104000402-0.000339-0.018166000402-0.002137-0.018502000402-0.008695-0.0197490004020.0103020.006410000402-0.003815-0.0382170004020.0052570.0066230004020.0042170.003759000402-0.004397-0.023408000402-0.009225-0.009588000402-0.049284-0.0726040004020.001365-0.0448850004020.0217550.016393000402-0.007842-0.029032000402-0.0061180.003322000402-0.004312-0.005519000402-0.0210840.011099000402-0.003894-0.003293000402-0.015267-0.009912000402-0.004986-0.014461000402-0.010750-0.0632050004020.0116490.007229000402-0.038723-0.046651000402-0.0183130.0163110004020.0000080.024691000402-0.0002590.028916

000402-0.003394-0.023447000402-0.054288-0.0408160004020.0174440.068836000402-0.001297-0.014052000402-0.013557-0.0083140004020.0159460.0443110004020.0376330.024083000402-0.017447-0.0302350004020.0016800.0023090004020.0161260.0103690004020.000196-0.018244000402-0.025370-0.045296000402-0.011655-0.0182480004020.0034910.021066000402-0.006212-0.0060680004020.0035100.008547000402-0.014410-0.0181600004020.002064-0.0024660004020.0289740.025958000402-0.007807-0.0096390004020.0009630.004866000402-0.0055330.012107000402-0.0239940.0227270004020.0310950.0526320004020.0032000.020000000402-0.007122-0.0141610004020.0009600.002210000402-0.007970-0.018743000402-0.009132-0.011236000402-0.046991-0.056818000402-0.0139120.002410000402-0.011215-0.0036060004020.0011990.042220000402-0.0068270.0185190004020.023136-0.0000230004020.007761-0.004231000402-0.0018100.0056660004020.0256530.0281690004020.0102630.032877000402-0.015568-0.037135000402 000402 -0.015484 -0.024251000402 000402 0.007497 0.002755000402-0.0200890.0000000004020.0018450.0054950004020.0235600.0150270004020.0237310.0215340004020.002691-0.0144930004020.0126230.0187170004020.003891-0.0026250004020.008300-0.002632000402-0.004063-0.0065960004020.0236070.0411690004020.0053520.001276000402-0.0026050.0025480004020.0168780.005083000402-0.017525-0.0202280004020.005121-0.014194000402-0.004966-0.0196340004020.0163080.0066760004020.0067410.027851000402-0.031279-0.0400000004020.0071720.008065000402-0.012475-0.0093330004020.0147640.0067290004020.0228680.0120320004020.0058020.001321000402-0.001342-0.0184700004020.0060630.025538000402-0.019330-0.0235910004020.001237-0.0228190004020.0065070.005495000402-0.021719-0.0409840004020.0038480.0014250004020.003673-0.0028450004020.0203960.007133000402-0.001667-0.002833000402-0.0076330.0028410004020.015366-0.0014160004020.002160-0.0099290004020.0115980.0229230004020.003200-0.0028010004020.000980-0.015449

0004020.004350-0.0058480004020.0124240.0176470004020.001223-0.014451000402-0.016356-0.013196000402-0.020764-0.0193160004020.0003660.003030000402-0.005086-0.0120850004020.0013280.0015290004020.0182180.010687000402-0.006602-0.007553000402-0.0042490.0000000004020.0173870.0289190004020.0298700.0133140004020.0200720.0218980004020.010065-0.0014290004020.0087580.045780000402-0.004949-0.0164160004020.0263650.006954000402-0.0064730.0331490004020.0213530.0093580004020.004132-0.059603000402-0.0026640.0014080004020.001800-0.0028130004020.0268000.015515000402-0.0025030.005556000402-0.0139740.009669000402-0.0010660.012312000402-0.001545-0.0243240004020.0273780.002770000402-0.0046050.004144000402-0.009354-0.0082530004020.0189330.0013870004020.0142670.0290860004020.0117180.009421000402-0.005689-0.025333000402-0.003663-0.0164160004020.0084040.001391000402-0.053720-0.0625000004020.0126790.016296000402-0.043874-0.040816000402 000402 -0.024826 0.0015200004020.0130810.0060700004020.0127280.0090500004020.001595-0.008969000402-0.019272-0.0120660004020.0139670.0091600004020.0120200.025719000402-0.008294-0.016224000402-0.0001090.000000000402-0.017621-0.008996000402-0.0000440.0015130004020.0069670.003021000402-0.0009550.0105420004020.002246-0.0029810004020.0083780.008969000402-0.008428-0.011852000402-0.015544-0.0239880004020.0110580.0061440004020.0302400.0274810004020.0036470.034175000402-0.005570-0.018678000402-0.0034320.004392000402-0.001810-0.002915000402-0.014522-0.0204680004020.0176130.058209000402-0.008956-0.022567000402-0.010245-0.015873000402-0.0090860.014663000402-0.020787-0.013006000402-0.018001-0.0366030004020.0084400.0091190004020.003468-0.0120480004020.0181510.007622数据来源：csmar数据库并经excel整理所得。回归分析：SUMMARYOUTPUT回归统计MultipleRRSquare0.6823836530.46564745AdjustedRSquare标准误差观测值0.4634116650.015589106241方差分析Significancedf SS MS F F回归分析10.0506138870.050614208.2703 2.25E-34残差2390.0580818380.000243总计2400.108695725Upper 下限Coe