capm模型检验(Excel版,含推导,分析,数据,结论)

股票名称：股票代码：VariableCoefficientStd. Error1.三一重工600031X-2.447954 3.243226C-0.1942910.15955R-squared0.015579 Mean dependent varAdjusted R-squared-0.011766 S.D. dependent varS.E. of regression0.163904 Akaike infSum squared resid0.967127 Schwarz criterionLog likelihood15.82955 F-statisticDurbin-Watson stat1.012855 Prob(F-statistic)VariableCoefficientStd. Error2.航天机电600152X-2.268172 3.287982C-0.1761940.161752R-squared0.013046 Mean dependent varAdjusted R-squared-0.014369 S.D. dependent varS.E. of regression0.166166 Akaike infSum squared resid0.994004 Schwarz criterionLog likelihood15.30874 F-statisticDurbin-Watson stat1.060726 Prob(F-statistic)3.四川路桥600039VariableCoefficientStd. ErrorX-2.139265 3.276311C-0.1773710.161178R-squared0.011704 Mean dependent varAdjusted R-squared-0.015748 S.D. dependent varS.E. of regression0.165576 Akaike infSum squared resid0.98696 Schwarz criterionLog likelihood15.44387 F-statisticDurbin-Watson stat1.044981 Prob(F-statistic)4.凤凰光学600071VariableCoefficientStd. ErrorX-2.135465 3.263153C-0.1792890.16053R-squared0.011756 Mean dependent varCAPM模型其实质是讨论风险与收益的关系,其基本的验证思路是考察是否只有股票β 系数表)与其收益有关,而且这两者为线性正相关。它是对股票收益率的事前预测，把其变成类似计量经济学归的表达式也就是CAPM模型的事后形式，本次通过EVIEWS进行回归分析验证CAPM模型在此股票上是否有。见下式： E(Rj)-Rf=(E(Rm)-Rf)β j (1)//这是CAPM的原本模型Adjusted R-squared-0.015695 S.D. dependent varS.E. of regression0.164911 Akaike infSum squared resid0.979048 Schwarz criterionLog likelihood15.59678 F-statisticDurbin-Watson stat1.050367 Prob(F-statistic)5.中金黄金600489VariableCoefficientStd. ErrorX-2.8923323.228677C-0.2173140.158834R-squared0.021806 Mean dependent varAdjusted R-squared-0.005366 S.D. dependent varS.E. of regression0.163169 Akaike infSum squared resid0.95847 Schwarz criterionLog likelihood16.0004 F-stat...