Grupp: Huvudforum
Imperial - tobaksaktie
(har skrivit lite i något annat sammanhang. Ork inte översätta. )
R-square: In this case the R2 value is 0.1148. This measure can be interpreted as how much of the observed variation (11.48%) in the Imperial stock price that can be explained by changes in the market index (FTSE100).
Beta: The beta of Imperial in this regression is 0.4781. This measure can be interpreted as the sensitivity to market changes. A higher beta means that the stock is more sensitive to changes in the market, which could be interpreted as if the market changes 1 %, the price of the stock would change about 0.48 %.
The beta (0.4781) is quite low and suspect that this is because Imperial is quite unaffected by the general market. Their products (tobacco) are typically consumed regardless of whether there is a good or bad economy. Further, they are a multinational company active in almost every market, which is a way to diversify and minimize volatility and risk.
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