{"text_format":"1","workbook":"xlsx","n_sheets":5,"sheets":["Overview","Beta_Formula","Beta_Analysis_ToolPak","Beta_VBA","CAPM"],"not_rendered":{"charts":0,"images":0,"macros":1,"external_links":0,"defined_names":0,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

{"sheet":"Overview","index":0,"n_rows":14,"n_cols":7,"rows_kept":14,"cut":false,"hidden":false,"merged":[[1,1,1,6]]}
[]
[null,"Overview of Calculating CAPM Beta "]
[]
[null,"Date","Portfolio Returns ","Market Returns",null,"Portfolio Beta","Formula"]
[null,"2022-10-01",0.02,0.03,null,{"$f":"_xlfn.COVARIANCE.P(C5:C14,D5:D14)/_xlfn.VAR.P(C5:C14)","v":0.73727422003283904},"=COVARIANCE.P(C5:C14,D5:D14)/VAR.P(C5:C14)"]
[null,"2022-10-02",0.04,-0.01]
[null,"2022-10-03",7.0000000000000007E-2,0.02]
[null,"2022-10-04",0.05,7.0000000000000007E-2]
[null,"2022-10-05",0.01,-0.03]
[null,"2022-10-06",0.08,0.06]
[null,"2022-10-07",0.06,-0.02]
[null,"2022-10-08",0.03,0.04]
[null,"2022-10-09",0.09,0.06]
[null,"2022-10-10",0.04,-0.03]

{"sheet":"Beta_Formula","index":1,"n_rows":14,"n_cols":6,"rows_kept":14,"cut":false,"hidden":false,"merged":[[1,1,1,5]]}
[]
[null,"Calculating CAPM Beta Using Formula"]
[]
[null,"Date","Portfolio Returns ","Market Returns",null,"Portfolio Beta"]
[null,"2022-10-01",0.02,0.03,null,{"$f":"_xlfn.COVARIANCE.P(C5:C14,D5:D14)/_xlfn.VAR.P(C5:C14)","v":0.73727422003283904}]
[null,"2022-10-02",0.04,-0.01]
[null,"2022-10-03",7.0000000000000007E-2,0.02]
[null,"2022-10-04",0.05,7.0000000000000007E-2]
[null,"2022-10-05",0.01,-0.03]
[null,"2022-10-06",0.08,0.06]
[null,"2022-10-07",0.06,-0.02]
[null,"2022-10-08",0.03,0.04]
[null,"2022-10-09",0.09,0.06]
[null,"2022-10-10",0.04,-0.03]

{"sheet":"Beta_Analysis_ToolPak","index":2,"n_rows":33,"n_cols":10,"rows_kept":33,"cut":false,"hidden":false,"merged":[[1,1,1,3]]}
[]
[null,"Calculating CAPM Beta Applying Analysis ToolPak"]
[]
[null,"Date","Portfolio Returns ","Market Returns"]
[null,"2022-10-01",0.02,0.03]
[null,"2022-10-02",0.04,-0.01]
[null,"2022-10-03",7.0000000000000007E-2,0.02]
[null,"2022-10-04",0.05,7.0000000000000007E-2]
[null,"2022-10-05",0.01,-0.03]
[null,"2022-10-06",0.08,0.06]
[null,"2022-10-07",0.06,-0.02]
[null,"2022-10-08",0.03,0.04]
[null,"2022-10-09",0.09,0.06]
[null,"2022-10-10",0.04,-0.03]
[]
[null,"SUMMARY OUTPUT"]
[]
[null,"Regression Statistics"]
[null,"Multiple R",0.49174049110057488]
[null,"R Square",0.24180871058783457]
[null,"Adjusted R Square",0.14703479941131387]
[null,"Standard Error",3.6020200499255528E-2]
[null,"Observations",10]
[]
[null,"ANOVA"]
[null,null,"df","SS","MS","F","Significance F"]
[null,"Regression",1,3.3103612479474555E-3,3.3103612479474555E-3,2.5514269442510922,0.14886171705043938]
[null,"Residual",8,1.0379638752052545E-2,1.2974548440065682E-3]
[null,"Total",9,1.3690000000000001E-2]
[]
[null,null,"Coefficients","Standard Error","t Stat","P-value","Lower 95%","Upper 95%","Lower 95.0%","Upper 95.0%"]
[null,"Intercept",-1.7126436781609192E-2,2.5323324919306386E-2,-0.67631074656203916,0.51791462518647391,-7.5522128762648452E-2,4.126925519943006E-2,-7.5522128762648452E-2,4.126925519943006E-2]
[null,"X Variable 1",0.73727422003284071,0.46156989981461277,1.5973186733557869,0.14886171705043955,-0.32710787762542959,1.8016563176911111,-0.32710787762542959,1.8016563176911111]

{"sheet":"Beta_VBA","index":3,"n_rows":14,"n_cols":6,"rows_kept":14,"cut":false,"hidden":false,"merged":[[1,1,1,5]]}
[]
[null,"Use of Excel VBA for Calculating CAPM Beta"]
[]
[null,"Date","Portfolio Returns ","Market Returns",null,"Portfolio Beta"]
[null,"2022-10-01",0.02,0.03,null,0.73727422003283904]
[null,"2022-10-02",0.04,-0.01]
[null,"2022-10-03",7.0000000000000007E-2,0.02]
[null,"2022-10-04",0.05,7.0000000000000007E-2]
[null,"2022-10-05",0.01,-0.03]
[null,"2022-10-06",0.08,0.06]
[null,"2022-10-07",0.06,-0.02]
[null,"2022-10-08",0.03,0.04]
[null,"2022-10-09",0.09,0.06]
[null,"2022-10-10",0.04,-0.03]

{"sheet":"CAPM","index":4,"n_rows":15,"n_cols":6,"rows_kept":15,"cut":false,"hidden":false,"merged":[[1,1,1,5]]}
[]
[null,"Calculating Expected Return Using CAPM"]
[]
[null,"Date","Portfolio Returns ","Market Returns",null,"Risk Free Rate"]
[null,"2022-10-01",0.02,0.03,null,1.4999999999999999E-2]
[null,"2022-10-02",0.04,-0.01]
[null,"2022-10-03",7.0000000000000007E-2,0.02,null,"Portfolio Beta"]
[null,"2022-10-04",0.05,7.0000000000000007E-2,null,{"$f":"_xlfn.COVARIANCE.P(C5:C14,D5:D14)/_xlfn.VAR.P(C5:C14)","v":0.73727422003283904}]
[null,"2022-10-05",0.01,-0.03]
[null,"2022-10-06",0.08,0.06,null,"Expected Return"]
[null,"2022-10-07",0.06,-0.02,null,{"$f":"F5+F8*(D15-F5)","v":1.7949096880131354E-2}]
[null,"2022-10-08",0.03,0.04]
[null,"2022-10-09",0.09,0.06]
[null,"2022-10-10",0.04,-0.03]
[null,"Mean",{"$f":"AVERAGE(C5:C14)","v":4.8999999999999995E-2},{"$f":"AVERAGE(D5:D14)","v":1.9E-2}]