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Date Apple Adj Close S&P500 Adj Close Apple Return S&P500 Return

This document contains daily closing prices for Apple stock and the S&P 500 index from April 2011 to April 2014. It also includes the percentage returns for each period. A linear regression was run on the Apple and S&P 500 returns, resulting in a multiple R of 0.711 and R-squared of 0.506, indicating a moderately strong positive correlation between the two time series.

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10 views3 pages

Date Apple Adj Close S&P500 Adj Close Apple Return S&P500 Return

This document contains daily closing prices for Apple stock and the S&P 500 index from April 2011 to April 2014. It also includes the percentage returns for each period. A linear regression was run on the Apple and S&P 500 returns, resulting in a multiple R of 0.711 and R-squared of 0.506, indicating a moderately strong positive correlation between the two time series.

Uploaded by

spectrum_48
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Date

Apple Adj Close


4/1/2011
44.26
5/2/2011
43.56
6/1/2011
40.96
7/1/2011
39.8
8/1/2011
42.28
9/1/2011
37.62
10/3/2011
43.46
11/1/2011
41.98
12/1/2011
40.97
1/3/2012
42.88
2/1/2012
46.65
3/1/2012
50.6
4/2/2012
54.43
5/1/2012
50.1
6/1/2012
54
7/2/2012
50.63
8/1/2012
54.84
9/4/2012
59.6
10/1/2012
59.02
11/1/2012
60.41
12/3/2012
63.48
1/2/2013
69.38
2/1/2013
73.34
3/1/2013
78.74
4/1/2013
78.82
5/1/2013
78.87
6/3/2013
77.24
7/1/2013
79.72
8/1/2013
77.51
9/3/2013
84.42
10/1/2013
88.86
11/1/2013
87.27
12/2/2013
90.42
1/2/2014
79.78
2/3/2014
83.32
3/3/2014
82.7
4/1/2014
75.9

S&P500 Adj Close


1363.61
1345.2
1320.64
1292.28
1218.89
1131.42
1253.3
1246.96
1257.6
1312.41
1365.68
1408.47
1397.91
1310.33
1362.16
1379.32
1406.58
1440.67
1412.16
1416.18
1426.19
1498.11
1514.68
1569.19
1597.57
1630.74
1606.28
1685.73
1632.97
1681.55
1756.54
1805.81
1848.36
1782.59
1859.45
1872.34
1883.95

Apple Return S&P500 Return


-1.58%
-5.97%
-2.83%
6.23%
-11.02%
15.52%
-3.41%
-2.41%
4.66%
8.79%
8.47%
7.57%
-7.96%
7.78%
-6.24%
8.32%
8.68%
-0.97%
2.36%
5.08%
9.29%
5.71%
7.36%
0.10%
0.06%
-2.07%
3.21%
-2.77%
8.91%
5.26%
-1.79%
3.61%
-11.77%
4.44%
-0.74%
-8.22%

-1.35%
-1.83%
-2.15%
-5.68%
-7.18%
10.77%
-0.51%
0.85%
4.36%
4.06%
3.13%
-0.75%
-6.27%
3.96%
1.26%
1.98%
2.42%
-1.98%
0.28%
0.71%
5.04%
1.11%
3.60%
1.81%
2.08%
-1.50%
4.95%
-3.13%
2.97%
4.46%
2.80%
2.36%
-3.56%
4.31%
0.69%
0.62%

Regression Statist

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.711384158
R Square
0.50606742
Adjusted R Square
0.491539991
Standard Error
0.046242474
Observations
36
ANOVA
df
Regression
Residual
Total

1
34
35

SS
MS
F
Significance F
0.074490646 0.074490646 34.83530545
1.15385E-06
0.072704457 0.002138366
0.147195104

Intercept
X Variable 1

Coefficients Standard Error


t Stat
P-value
0.004747991
0.007987611 0.594419387 0.556166777
1.284253298
0.217590975 5.90214414 1.15385E-06

SLOPE
INTERCEPT
RSQ

1.284253298
0.004747991
0.50606742

Lower 95%
-0.011484788
0.842055234

Upper 95% Lower 95.0% Upper 95.0%


0.02098077 -0.011484788
0.02098077
1.726451362 0.842055234 1.726451362

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