ods html;
ods graphics on;
Title 'White Horse Berhad Risk & Return Analysis';
Data Beta;
Input date:monyy5. priceI klci;
Format date:monyy5.;
lagprice=lag(priceI);
return=(priceI-lagprice)/lagprice;
lagklci=lag(klci);
returnklci=(klci-lagklci)/lagklci;
cards;
Jan12 1.67 1521.29
Feb12 1.72 1569.65
Mar12 1.68 1596.33
Apr12 1.70 1570.61
May12 1.69 1580.67
Jun12 1.66 1599.15
Jul12 1.69 1631.60
Aug12 1.66 1646.11
Sep12 1.65 1636.66
Oct12 1.65 1673.07
Nov12 1.65 1610.83
Dec12 1.62 1688.95
Jan13 1.62 1627.55
Feb13 1.61 1637.63
Mar13 1.62 1671.63
Apr13 1.60 1717.65
May13 1.72 1769.22
Jun13 1.71 1773.54
Jul13 1.68 1772.62
Aug13 1.67 1727.58
Sep13 1.80 1768.62
;
proc print;
run;
proc means;
var return returnklci;
run;
proc reg;
model return=returnklci;
run;
ods graphics off;
ods html close;
White Horse Berhad Risk & Return Analysis |
Obs | date | priceI | klci | lagprice | return | lagklci | returnklci |
1 | JAN12 | 1.67 | 1521.29 | . | . | . | . |
2 | FEB12 | 1.72 | 1569.65 | 1.67 | 0.029940 | 1521.29 | 0.031789 |
3 | MAR12 | 1.68 | 1596.33 | 1.72 | -0.023256 | 1569.65 | 0.016997 |
4 | APR12 | 1.70 | 1570.61 | 1.68 | 0.011905 | 1596.33 | -0.016112 |
5 | MAY12 | 1.69 | 1580.67 | 1.70 | -0.005882 | 1570.61 | 0.006405 |
6 | JUN12 | 1.66 | 1599.15 | 1.69 | -0.017751 | 1580.67 | 0.011691 |
7 | JUL12 | 1.69 | 1631.60 | 1.66 | 0.018072 | 1599.15 | 0.020292 |
8 | AUG12 | 1.66 | 1646.11 | 1.69 | -0.017751 | 1631.60 | 0.008893 |
9 | SEP12 | 1.65 | 1636.66 | 1.66 | -0.006024 | 1646.11 | -0.005741 |
10 | OCT12 | 1.65 | 1673.07 | 1.65 | 0.000000 | 1636.66 | 0.022247 |
11 | NOV12 | 1.65 | 1610.83 | 1.65 | 0.000000 | 1673.07 | -0.037201 |
12 | DEC12 | 1.62 | 1688.95 | 1.65 | -0.018182 | 1610.83 | 0.048497 |
13 | JAN13 | 1.62 | 1627.55 | 1.62 | 0.000000 | 1688.95 | -0.036354 |
14 | FEB13 | 1.61 | 1637.63 | 1.62 | -0.006173 | 1627.55 | 0.006193 |
15 | MAR13 | 1.62 | 1671.63 | 1.61 | 0.006211 |...