Estimate CAPM Beta in Excel

This is a supplement to the investment courses I teach.

[phalanxz_]

If you only want the Beta you can just use the "=slope" formula and plug in the Y and X values this way. same for the intercept...

[ShawnFX]

God bless you!!! Easy and simple to follow tutorial, saved my ass on my assignment!

[kimberlyvaldes]

Thank you!!! I needed this so bad today and my professor did NOT explain.

[lumtaramadani]

I have a question
What is the excess market return and excess return containing? Why do you have to use these? Thanks

[pawangkentut]

thank you, your simplify explanation help me a lot better

[goodlack]

So why when I'm trying to use the same dates and numbers I get different results? I used the same period, and the numbers for the open do not match up.

[spark_knight]

Can I just use percent return instead of calculating excess return and then doing the regression?
I want to calculate expected rate of return of a stock and I saw another video where he did not use excess return in CAMP formula, I am confused. Hope you can give me an answer.

[briangerhardrakner]

how is the risk free rate already in yearly return?

[annaabarenova]

Hello to everyone. I have one question. why did you deduct the risk-free rate from the return on coca cola stock?

[jacobhu]

Why do we put RMRF in X range? When we do a stock return regression, shouldn't we put the index return in X and stock return in Y?

[britishiamofcourse]

Why is the beta obtained from the regression 0.58, meanwhile on thr yahoo finance the beta is 0.77? Where is this difference coming from?

[eyvonnecheahyewen]

you're life saviour for my coursework bless you !!

[pratibhatiwari]

Please let me know what's the rate or from where we will get rate of market for india.. Please reply

[kianfayazbakhsh]

Hi, thanks for the informative video. I just have a question. My data is quarterly data and I cannot find the quarterly fama-french factors. I was wondering if you can help with that

[LeGaLdeadparliament]

hello!
it shows me a #VALUE! error during the returns calculation.
what am I doing wrong?
thank you so much.

[sapnanayak]

Can you use the closing prices instead of the adjusted closing price? I am doing an event study for CSR related news announcements for PepsiCo to see if the market reacts favourably or unfavourably to the CSR violations.

[denyssemiller]

Help - How would this be different from using the S&P500 returns instead of famma?

[abramriccardo]

Where can I get daily risk-free rate data?

[SherryXShi]

How to estimate Alpha? Would you do a sample on that? Thanks! I wish my instructors are like you so skillful in excel.

[giovannipoliti]

Should not we regress the CocaCola returns on Markets returns? here we regressed on Market excess returns.