IMM250H1 Lecture Notes - Lecture 12: Linear Regression, Simple Linear Regression, Master Of Surgery

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bluedinosaur117

28 Aug 2016

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Document Summary

So age has strong relationship with the y dep variable we have. Q: using two separate regression equatiosn to predict sentence length. Prioris as x, another equation based on age as x. add together r2 values. Also, if lots of shit that goes into it and you add it up and get an r2 over 1 then it"s pointless. This is the expected value of y when bothx1 and x2 are 0. b1 = the partial slope of the first independent variable (x1) This is the expected change in f y when for every 1-unit increase in x1 holding constant x2. b2 = the partial slope of the second independent variable (x2) This is the expected change in f y when for every 1-unit increase in x2holding constant x1. From our example, we could calculate a multiple regression equation predicting sentence lengths as follows: Convictions = y intercept + slope*priors + slope*age.

Related Questions

Week One: Hands-on MIS Application Software ExerciseSolution

Store & Region Sales Database

This exercise helps students understand how a raw file of salestransactions can be analyzed to produce valuable information formanagers. Your challenge is to ask the right questionsabout the data and then present your case!

Import the data into Excel or Access (or compatiblespreadsheet/database). Use the data to perform the belowanalyses:

Analyze ALL THREE of the below items:

1.Best Performing Regions by TotalRevenue

2.Best Performing Stores by TotalRevenue

3.Best Selling Products by TotalRevenue

Select ONLY ONE of the below items:

A.Strongest Selling Period for eachProduct by Total Revenue

B.Strongest Selling Period for eachRegion by Total Revenue

C.Strongest Selling Period for eachStore by Total Revenue

Provide a business case â in the form of ONE descriptiveparagraph and ONE data table-- for eachanalysis. Each paragraph must refer to the informationpresented in the table using the labeled Table #. UseAPA format to label your tables.

SUBMITâ your final report with one WORDdocument and one EXCEL/ACCESS file.

Store & Region Sales Database
ID	StoreNo	SalesRegion	ItemNo	ItemDescription	UnitPrice	UnitsSold	WeekEnding
1	1	South	2005	17"Monitor	$229.00	28	10/27/10
2	1	South	2005	17"Monitor	$229.00	30	11/24/10
3	1	South	2005	17"Monitor	$229.00	9	12/29/10
4	1	South	3006	101Keyboard	$19.95	30	10/27/10
5	1	South	3006	101Keyboard	$19.95	35	11/24/10
6	1	South	3006	101Keyboard	$19.95	39	12/29/10
7	1	South	6050	PC Mouse	$8.95	28	10/27/10
8	1	South	6050	PC Mouse	$8.95	3	11/24/10
9	1	South	6050	PC Mouse	$8.95	38	12/29/10
10	1	South	8500	DesktopCPU	$849.95	25	10/27/10
11	1	South	8500	DesktopCPU	$849.95	27	11/24/10
12	1	South	8500	DesktopCPU	$849.95	33	12/29/10
13	2	South	2005	17"Monitor	$229.00	8	10/27/10
14	2	South	2005	17"Monitor	$229.00	8	11/24/10
15	2	South	2005	17"Monitor	$229.00	10	12/29/10
16	2	South	3006	101Keyboard	$19.95	8	10/27/10
17	2	South	3006	101Keyboard	$19.95	8	11/24/10
18	2	South	3006	101Keyboard	$19.95	8	12/29/10
19	2	South	6050	PC Mouse	$8.95	9	10/27/10
20	2	South	6050	PC Mouse	$8.95	9	11/24/10
21	2	South	6050	PC Mouse	$8.95	8	12/29/10
22	2	South	8500	DesktopCPU	$849.95	18	10/27/10
23	2	South	8500	DesktopCPU	$849.95	18	11/24/10
24	2	South	8500	DesktopCPU	$849.95	20	12/29/10
25	3	South	2005	17"Monitor	$229.00	38	10/27/10
26	3	South	2005	17"Monitor	$229.00	30	11/24/10
27	3	South	2005	17"Monitor	$229.00	3	12/29/10
28	3	South	3006	101Keyboard	$19.95	30	10/27/10
29	3	South	3006	101Keyboard	$19.95	32	11/24/10
30	3	South	3006	101Keyboard	$19.95	33	12/29/10
31	3	South	6050	PC Mouse	$8.95	25	10/27/10
32	3	South	6050	PC Mouse	$8.95	5	11/24/10
33	3	South	6050	PC Mouse	$8.95	26	12/29/10
34	3	South	8500	DesktopCPU	$849.95	28	10/27/10
35	3	South	8500	DesktopCPU	$849.95	27	11/24/10
36	3	South	8500	DesktopCPU	$849.95	29	12/29/10
37	4	North	2005	17"Monitor	$229.00	18	10/27/10
38	4	North	2005	17"Monitor	$229.00	20	11/24/10
39	4	North	2005	17"Monitor	$229.00	4	12/29/10
40	4	North	3006	101Keyboard	$19.95	12	10/27/10
41	4	North	3006	101Keyboard	$19.95	24	11/24/10
42	4	North	3006	101Keyboard	$19.95	36	12/29/10
43	4	North	6050	PC Mouse	$8.95	29	10/27/10
44	4	North	6050	PC Mouse	$8.95	11	11/24/10
45	4	North	6050	PC Mouse	$8.95	38	12/29/10
46	4	North	8500	DesktopCPU	$849.95	21	10/27/10
47	4	North	8500	DesktopCPU	$849.95	24	11/24/10
48	4	North	8500	DesktopCPU	$849.95	30	12/29/10
49	5	North	2005	17"Monitor	$229.00	27	10/27/10
50	5	North	2005	17"Monitor	$229.00	25	11/24/10
51	5	North	2005	17"Monitor	$229.00	23	12/29/10
52	5	North	3006	101Keyboard	$19.95	80	10/27/10
53	5	North	3006	101Keyboard	$19.95	82	11/24/10
54	5	North	3006	101Keyboard	$19.95	75	12/29/10
55	5	North	6050	PC Mouse	$8.95	65	10/27/10
56	5	North	6050	PC Mouse	$8.95	24	11/24/10
57	5	North	6050	PC Mouse	$8.95	55	12/29/10
58	5	North	8500	DesktopCPU	$849.95	55	10/27/10
59	5	North	8500	DesktopCPU	$849.95	57	11/24/10
60	5	North	8500	DesktopCPU	$849.95	47	12/29/10
61	6	East	2005	17"Monitor	$229.00	24	10/27/10
62	6	East	2005	17"Monitor	$229.00	85	11/24/10
63	6	East	2005	17"Monitor	$229.00	56	12/29/10
64	6	East	3006	101Keyboard	$19.95	52	10/27/10
65	6	East	3006	101Keyboard	$19.95	58	11/24/10
66	6	East	3006	101Keyboard	$19.95	69	12/29/10
67	6	East	6050	PC Mouse	$8.95	35	10/27/10
68	6	East	6050	PC Mouse	$8.95	39	11/24/10
69	6	East	6050	PC Mouse	$8.95	44	12/29/10
70	6	East	8500	DesktopCPU	$849.95	78	10/27/10
71	6	East	8500	DesktopCPU	$849.95	88	11/24/10
72	6	East	8500	DesktopCPU	$849.95	99	12/29/10
73	7	East	2005	17"Monitor	$229.00	34	10/27/10
74	7	East	2005	17"Monitor	$229.00	36	11/24/10
75	7	East	2005	17"Monitor	$229.00	35	12/29/10
76	7	East	3006	101Keyboard	$19.95	49	10/27/10
77	7	East	3006	101Keyboard	$19.95	47	11/24/10
78	7	East	3006	101Keyboard	$19.95	48	12/29/10
79	7	East	6050	PC Mouse	$8.95	45	10/27/10
80	7	East	6050	PC Mouse	$8.95	42	11/24/10
81	7	East	6050	PC Mouse	$8.95	45	12/29/10
82	7	East	8500	DesktopCPU	$849.95	55	10/27/10
83	7	East	8500	DesktopCPU	$849.95	57	11/24/10
84	7	East	8500	DesktopCPU	$849.95	55	12/29/10
85	8	East	2005	17"Monitor	$229.00	18	10/27/10
86	8	East	2005	17"Monitor	$229.00	17	11/24/10
87	8	East	2005	17"Monitor	$229.00	23	12/29/10
88	8	East	3006	101Keyboard	$19.95	22	10/27/10
89	8	East	3006	101Keyboard	$19.95	18	11/24/10
90	8	East	3006	101Keyboard	$19.95	22	12/29/10
91	8	East	6050	PC Mouse	$8.95	14	10/27/10
92	8	East	6050	PC Mouse	$8.95	16	11/24/10
93	8	East	6050	PC Mouse	$8.95	17	12/29/10
94	8	East	8500	DesktopCPU	$849.95	32	10/27/10
95	8	East	8500	DesktopCPU	$849.95	28	11/24/10
96	8	East	8500	DesktopCPU	$849.95	30	12/29/10

viridianswan15

The scenario: Assume that today is May 3, 2017. You are asked to price hypothetical August 2017 options on Facebook (FB) stock. (Presently, only May, June, July, and September options exist.) The risk-free rate is 1.0% per year. Daily prices in Table 2 below are from Yahoo! Finance. (There are n days of prices, generating n-1 returns.)
Create an input range containing the following components:

Current stock price

Exercise price

Annualized stock volatility

Time to expiration

Risk-free rate

Create an interactive spreadsheet to price a call option using the Black-Scholes option-pricing model (BSOPM). Calculate the price of a FB August 150 call, and place your answer in cell G4. Make sure itâs interactive. Will rate if answer is correct.

Date	FB Closing Price
5/2/2017	152.78
5/1/2017	152.46
4/28/2017	150.25
4/27/2017	147.70
4/26/2017	146.56
4/25/2017	146.49
4/24/2017	145.47
4/21/2017	143.68
4/20/2017	143.80
4/19/2017	142.27
4/18/2017	140.96
4/17/2017	141.42
4/13/2017	139.39
4/12/2017	139.58
4/11/2017	139.92
4/10/2017	141.04
4/7/2017	140.78
4/6/2017	141.17
4/5/2017	141.85
4/4/2017	141.73
4/3/2017	142.28
3/31/2017	142.05
3/30/2017	142.41
3/29/2017	142.65
3/28/2017	141.76
3/27/2017	140.32
3/24/2017	140.34
3/23/2017	139.53
3/22/2017	139.59
3/21/2017	138.51
3/20/2017	139.94
3/17/2017	139.84
3/16/2017	139.99
3/15/2017	139.72
3/14/2017	139.32
3/13/2017	139.60
3/10/2017	138.79
3/9/2017	138.24
3/8/2017	137.72
3/7/2017	137.30
3/6/2017	137.42
3/3/2017	137.17
3/2/2017	136.76
3/1/2017	137.42
2/28/2017	135.54
2/27/2017	136.41
2/24/2017	135.44
2/23/2017	135.36
2/22/2017	136.12
2/21/2017	133.72
2/17/2017	133.53
2/16/2017	133.84
2/15/2017	133.44
2/14/2017	133.85
2/13/2017	134.05
2/10/2017	134.19
2/9/2017	134.14
2/8/2017	134.20
2/7/2017	131.84
2/6/2017	132.06
2/3/2017	130.98
2/2/2017	130.84
2/1/2017	133.23
1/31/2017	130.32
1/30/2017	130.98
1/27/2017	132.18
1/26/2017	132.78
1/25/2017	131.48
1/24/2017	129.37
1/23/2017	128.93
1/20/2017	127.04
1/19/2017	127.55
1/18/2017	127.92
1/17/2017	127.87
1/13/2017	128.34
1/12/2017	126.62
1/11/2017	126.09
1/10/2017	124.35
1/9/2017	124.90
1/6/2017	123.41
1/5/2017	120.67
1/4/2017	118.69
1/3/2017	116.86
12/30/2016	115.05
12/29/2016	116.35
12/28/2016	116.92
12/27/2016	118.01
12/23/2016	117.27
12/22/2016	117.40
12/21/2016	119.04
12/20/2016	119.09
12/19/2016	119.24
12/16/2016	119.87
12/15/2016	120.57
12/14/2016	120.21
12/13/2016	120.31
12/12/2016	117.77
12/9/2016	119.68
12/8/2016	118.91
12/7/2016	117.95
12/6/2016	117.31
12/5/2016	117.43
12/2/2016	115.40
12/1/2016	115.10
11/30/2016	118.42
11/29/2016	120.87
11/28/2016	120.41
11/25/2016	120.38
11/23/2016	120.84
11/22/2016	121.47
11/21/2016	121.77
11/18/2016	117.02
11/17/2016	117.79
11/16/2016	116.34
11/15/2016	117.20
11/14/2016	115.08
11/11/2016	119.02
11/10/2016	120.80
11/9/2016	123.18
11/8/2016	124.22
11/7/2016	122.15
11/4/2016	120.75
11/3/2016	120.00
11/2/2016	127.17

Primary Prospectus Benchmark Name	Total Ret Annlzd 5 Yr (%)
Russell 2000 Growth TR USD	12.40
Russell 2000 TR USD	12.62
Russell 2000 Value TR USD	12.78
S&P 500 Growth TR USD	13.94
S&P 500 TR USD	13.60
S&P 500 Value TR USD	13.11

magentadolphin922

Please adhere to following steps to develop the share valuation for the company assigned to the group.

Group-6

Hindalco

Step â1 : Take the cost of equity applying Beta. Beta to be arrived at on the basis of the weekly traded data of 2 years or take it from financial press. Please quote the name of the paper and date.

Step- 2: Assume Risk Free (R_f) Rate is 7.75 % and Market Return(R_m) is 17% .

Step -3: Cost of Debt and marginal tax rate to be arrived from latest years balance sheet and p/l account data.

Step-4: Fixed asset and Working Capital growth to be assumed on the basis of the past data.

Step-5: Assume first 10 years as assessable growth period and then perpetual growth rate.

	HINDALCO	Returns		Nifty	Returns
Date	Adj Close		Date	Adj Close
02/05/2017	200.4	0.01	02/05/2017	9313.8	0
24/04/2017	199.35	0.06	24/04/2017	9304.05	0.02
17/04/2017	188.1	0.03	17/04/2017	9119.4	0
10/04/2017	183.25	-0.05	10/04/2017	9150.8	-0.01
03/04/2017	193.5	-0.01	03/04/2017	9198.3	0
27/03/2017	195.05	0	27/03/2017	9173.75	0.01
20/03/2017	194.9	-0.01	20/03/2017	9108	-0.01
13/03/2017	196.2	0.05	14/03/2017	9160.05	0.03
06/03/2017	187.6	-0.06	06/03/2017	8934.55	0
27/02/2017	198.55	0.09	27/02/2017	8897.55	0
20/02/2017	182.1	-0.01	20/02/2017	8939.5	0.01
13/02/2017	183.65	0.01	13/02/2017	8821.7	0
06/02/2017	182.05	-0.05	06/02/2017	8793.55	0.01
30/01/2017	191.75	0.01	30/01/2017	8740.95	0.01
23/01/2017	190.75	0.11	23/01/2017	8641.25	0.03
16/01/2017	171.65	0	16/01/2017	8349.35	-0.01
09/01/2017	172.25	0.07	09/01/2017	8400.35	0.02
02/01/2017	160.75	0.04	02/01/2017	8243.8	0.01
26/12/2016	155.05	-0.03	26/12/2016	8185.8	0.03
19/12/2016	159.3	-0.06	19/12/2016	7985.75	-0.02
12/12/2016	170.2	-0.07	12/12/2016	8139.45	-0.01
05/12/2016	182.1	0.08	05/12/2016	8261.75	0.02
28/11/2016	168.75	-0.07	28/11/2016	8086.8	0
21/11/2016	180.5	0.09	21/11/2016	8114.3	0
14/11/2016	165.35	-0.04	15/11/2016	8074.1	-0.03
07/11/2016	172.3	0.08	07/11/2016	8296.3	-0.02
31/10/2016	158.85	0.06	01/11/2016	8433.75	-0.02
24/10/2016	149.65	-0.01	24/10/2016	8638	-0.01
17/10/2016	151.85	-0.02	17/10/2016	8693.05	0.01
10/10/2016	154.6	-0.02	10/10/2016	8583.4	-0.01
03/10/2016	158	0.03	03/10/2016	8697.6	0.01
26/09/2016	152.7	-0.01	26/09/2016	8611.15	-0.02
19/09/2016	154.45	0.08	19/09/2016	8831.55	0.01
12/09/2016	142.65	-0.08	12/09/2016	8779.85	-0.01
05/09/2016	154.85	-0.01	06/09/2016	8866.7	0.01
29/08/2016	156.25	0.01	29/08/2016	8809.65	0.03
22/08/2016	154.5111	-0.02	22/08/2016	8572.55	-0.01
15/08/2016	157.9392	0.09	16/08/2016	8666.9	0.01
08/08/2016	145.4193	0.02	08/08/2016	8592.15	-0.01
01/08/2016	142.7862	0.08	01/08/2016	8683.15	0.01
25/07/2016	132.7007	-0.02	25/07/2016	8638.5	0.01
18/07/2016	135.1351	-0.01	18/07/2016	8541.2	0
11/07/2016	136.5262	0.08	11/07/2016	8541.4	0.03
04/07/2016	126.0433	0.02	04/07/2016	8323.2	0
27/06/2016	123.9567	0.06	27/06/2016	8328.35	0.03
20/06/2016	116.5541	-0.01	20/06/2016	8088.6	-0.01
13/06/2016	118.0445	0.03	13/06/2016	8170.2	0
06/06/2016	114.5668	0.09	06/06/2016	8170.05	-0.01
30/05/2016	104.8788	0.15	30/05/2016	8220.8	0.01
23/05/2016	91.3156	0.06	23/05/2016	8156.65	0.05
16/05/2016	86.3971	-0.03	16/05/2016	7749.7	-0.01
09/05/2016	88.7321	-0.03	09/05/2016	7814.9	0.01
02/05/2016	91.3156	-0.05	02/05/2016	7733.45	-0.01
25/04/2016	95.7373	-0.05	25/04/2016	7849.8	-0.01
18/04/2016	100.4571	0.05	18/04/2016	7899.3	0.01
11/04/2016	95.6876	0.1	11/04/2016	7850.45	0.04
04/04/2016	87.1423	0.01	04/04/2016	7555.2	-0.02
28/03/2016	86.099	-0.05	28/03/2016	7713.05	0
21/03/2016	90.7194	0.07	21/03/2016	7716.5	0.01
14/03/2016	84.6582	0.02	14/03/2016	7604.35	0.01
07/03/2016	82.969	0.05	08/03/2016	7510.2	0
29/02/2016	78.8951	0.14	29/02/2016	7485.35	0.06
22/02/2016	69.0083	0.01	22/02/2016	7029.75	-0.03
15/02/2016	68.6109	0.13	15/02/2016	7210.75	0.03
08/02/2016	60.5127	-0.15	08/02/2016	6980.95	-0.07
01/02/2016	70.7969	0.01	01/02/2016	7489.1	-0.01
25/01/2016	70.0517	-0.03	25/01/2016	7563.55	0.02
18/01/2016	71.8899	0.01	18/01/2016	7422.45	0
11/01/2016	71.3434	-0.07	11/01/2016	7437.8	-0.02
04/01/2016	76.411	-0.09	04/01/2016	7601.35	-0.04
28/12/2015	84.3601	0	28/12/2015	7946.35	0.01
21/12/2015	84.7079	0.07	21/12/2015	7861.05	0.01
14/12/2015	79.3919	0.05	14/12/2015	7761.95	0.02
07/12/2015	75.7651	-0.04	07/12/2015	7610.45	-0.02
30/11/2015	78.5473	0.02	30/11/2015	7781.9	-0.02
23/11/2015	77.1562	0.01	23/11/2015	7942.7	0.01
16/11/2015	76.7091	0	16/11/2015	7856.55	0.01
09/11/2015	76.9078	-0.04	09/11/2015	7762.25	-0.02
02/11/2015	80.3855	-0.04	02/11/2015	7954.3	-0.01
26/10/2015	83.5155	-0.01	26/10/2015	8065.8	-0.03
19/10/2015	84.5588	-0.03	19/10/2015	8295.45	0.01
12/10/2015	87.192	0.05	12/10/2015	8238.15	0.01
05/10/2015	83.4161	0.18	05/10/2015	8189.7	0.03
28/09/2015	70.4491	-0.01	28/09/2015	7950.9	0.01
21/09/2015	70.9459	-0.06	21/09/2015	7868.5	-0.01
14/09/2015	75.4173	0	14/09/2015	7981.9	0.02
07/09/2015	75.6161	0.04	07/09/2015	7789.3	0.02
31/08/2015	72.4364	-0.09	31/08/2015	7655.05	-0.04
24/08/2015	80.0329	-0.05	24/08/2015	8001.95	-0.04
17/08/2015	84.2968	-0.08	17/08/2015	8299.95	-0.03
10/08/2015	91.3052	-0.15	10/08/2015	8518.55	-0.01
03/08/2015	107.3804	0.04	03/08/2015	8564.6	0
27/07/2015	103.1165	-0.04	27/07/2015	8532.85	0
20/07/2015	107.1843	0.02	20/07/2015	8521.55	-0.01
13/07/2015	105.0769	0.02	13/07/2015	8609.85	0.03
06/07/2015	102.5284	-0.05	06/07/2015	8360.55	-0.01
29/06/2015	108.4096	-0.05	29/06/2015	8484.9	0.01
22/06/2015	114.6828	-0.03	22/06/2015	8381.1	0.02
15/06/2015	118.4075	0.03	15/06/2015	8224.95	0.03
08/06/2015	114.4378	-0.03	08/06/2015	7982.9	-0.02
01/06/2015	117.7704	-0.07	01/06/2015	8114.7	-0.04
25/05/2015	126.6902	-0.06	25/05/2015	8433.65	0
18/05/2015	134.1887	0	18/05/2015	8458.95	0.02
11/05/2015	134.2867	-0.01	11/05/2015	8262.35	0.01
04/05/2015	136.1981		04/05/2015	8191.5

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IMM250H1 Lecture Notes - Lecture 12: Linear Regression, Simple Linear Regression, Master Of Surgery

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