DATA analysis of market excess return and portfolio excess return from WRDS (Wharton research data services)

Actual matlab calculation results:

estimated coefficients (𝛼 and 𝛽) as well as the regression 𝑹^2 are below

MSFT 𝛼 : 0.0026 𝛽 : 1.2075 𝑹^2 : 0.3652

Scatter plot

Residual plot

AAPL 𝛼 : 0.0185 𝛽 : 1.4130 𝑹^2 : 0.2592

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Residual plot

200040 𝛼 : 0.0004 𝛽 : -0.0059 𝑹^2 : 0.0725

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Residual plot

200041 𝛼 : 0.0010 𝛽 : -0.0265 𝑹^2 : 0.1294

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Residual plot

200042 𝛼 : 0.0017 𝛽 : -0.0499 𝑹^2 : 0.1361

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Residual plot

200043 𝛼 : 0.0023 𝛽 : -0.0704 𝑹^2 : 0.1269

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Residual plot

200044: 𝛼 : 0.0028 𝛽 : -0.0900 𝑹^2 : 0.1203

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Residual plot