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Showing posts with label Linear Regression. Show all posts
Showing posts with label Linear Regression. Show all posts
Monday, February 6, 2023

Clorox's Poor Average Monthly Returns

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Clorox makes household products such as wipes, sprays, and bleach (Exhibit 1) .  Exhibit 1:  Source: Clorox Website Over the past decade, Cl...
Saturday, February 4, 2023

Change in Correlation of the Monthly Returns of Generac Holdings and the Vanguard S&P 500 Index ETF

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Generac Holdings ( GNRC ) has a beta of 1.19 based on a linear regression model of the monthly returns of the Vanguard S&P 500 Index ETF...
Tuesday, January 31, 2023

Why is the stock of Goodyear Tire & Rubber Co. So Volatile?

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Goodyear ( GT ) is a very volatile stock with a beta of 1.86, measured using a linear regression model. This linear regression model used mo...
Thursday, December 15, 2022

J.M. Smucker's Low Correlation With The Vanguard S&P 500 Index ETF

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  J.M. Smucker is known for its iconic and timeless consumer staples brands (Exhibit 1) .  Note: Click on each image in this blog post to v...
Sunday, December 4, 2022

Mothly Return Volatility (Beta) of Reynolds Consumer Products

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Reynolds Consumer Products ( REYN ) makes many iconic household products, such as Reynolds Wrap, Hefty waste bags, and FreshLock zipper bags...
Monday, November 28, 2022

Corning's Volatility Compared to the Vanguard S&P 500 Index ETF

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Here's the histogram of Corning's ( GLW ) monthly returns between June 2019 and October 2022 (Click on the image to see a larger ver...
Saturday, November 26, 2022

Monthly Return Comparison Between Cummins and Vanguard S&P 500 Index ETF

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The following  chart shows the Vanguard S&P 500 Index ETF ( VOO ) monthly returns on the x-axis and Cummins ( CMI ) on the y-axis. The r...
Tuesday, September 27, 2022

Boeing's Monthly Return Volatility Compared to the Vanguard S&P 500 Index ETF From June 2019 to August 2022

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 Given its dominant position in the aerospace market, one would think Boeing's ( BA ) monthly returns would be less volatile than the S...
Monday, September 5, 2022

Linear Regression of Monthly Returns of Colgate-Palmolive against Vanguard S&P 500 Index ETF

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Here is the graph of monthly returns of Colgate-Palmolive ( CL )  plotted against Vanguard S&P 500 Index ETF ( VOO ): Exhibit 1: Monthly...
Saturday, September 3, 2022

Linear Regression of Monthly Returns of Lennox International against Vanguard S&P 500 Index ETF

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Here is the graph of monthly returns of Lennox International ( LII ) plotted against Vanguard S&P 500 Index ETF ( VOO ): Exhibit 1: Mont...