Waite First Securities Harvard Case Solution & Analysis

Account executive has the task of calculating the beta value for the three stocks of interest for an important client, based on five years of monthly gross income. Client is interested in these beta values ​​as a measure of the riskiness of the three investments. This case is best used near the beginning of the module to regress. It focuses on a simple linear regression on equity returns to market returns. This use of regression (for calculating beta stocks) is very common in financial analysis and will be seen by students in other courses. The case serves to clarify the difference between systematic and unsystematic risk, and between R-squared and standard deviation as a measure of residual prediction uncertainty. "Hide
by Samuel E Bodily Source: Darden School of Business 8 pages. Publication Date: January 31, 1995. Prod. #: UV6187-PDF-ENG

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