write my assignment 17358

Hello, I am looking for someone to write an essay on Stocks Returns Investment Analysis. It needs to be at least 1000 words.

The value of R-square suggests that all variable have explained the excess returns of MYR by 47.22% which is a moderate percentage. If the intercept of the equation is analyzed, it can be observed that it is insignificant because p-valued computed is higher than the critical value of the 0.05 level of significance. Excess marker return is the best predictor among the three variables, so that it has predicted a beta coefficient of 1.7, which means that the stock is quite risky as it 0.7 time more than that of the market. However, SMB and HML did not effectively predict the excess returns of MYR.The model fit of TAH reflects that it is not quite good as hardly 14% of the stock return is explained by the model. Another interesting thing that can be noticed is that all the three variables of the Three Factor Model are unable to predict the excess returns of TAH as all of them having p-values higher than the critical values of 0.05 which is the significant level. Hence, the excess return of the TAH is found to be independent of the Three Factor Model.If the model fit of BHP is observed, it can inferred that the overall model fit is quite strong as it presents that around 77% of excess returns of BHP are explained by the Three Factor Model. If individual factors are analyzed, it can be noticed that intercept remained insignificant due to higher p-value statistics. EMR has come out as the best predictor indicating a beta coefficient of 1.38, which reflects that the stock is 38% more risky than the market.

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