summary output regression statistics multiple r 0.37

8/14/2019 SUMMARY OUTPUT Regression Statistics Multiple R 0.37

1/12

SUMMARY OUTPUT

Regression Statistics

Multiple R 0.37

R Square 0.13

Adjusted R 0.12

Standard E 0.05

Observatio 99

ANOVA

df SS MS F ignificance F

Regression 2 0.04 0.02 7.42 0

Residual 96 0.28 0

Total 98 0.32

Coefficientsandard Err t Stat P-value Lower 95%Upper 95%ower 95,0

Intercept 0.12 0.01 13.29 0 0.1 0.14 0.1

Number of 0 0 1.91 0.06 0 0 0

Price/Sales 0.01 0 3.07 0 0 0.01 0

RESIDUAL OUTPUT

bservationd Expected Residuals

1 0.14 0.04

2 0.14 0.06

3 0.13 0.08

4 0.13 0.01

5 0.13 0.01

6 0.13 0.07

7 0.18 -0.088 0.12 -0.03

9 0.12 -0.05

10 0.15 -0.02

11 0.18 0.08

12 0.13 -0.01

13 0.14 0.1

14 0.14 -0.06

15 0.13 0

16 0.14 -0.02

17 0.14 -0.01

18 0.14 0.09

19 0.2 0.0120 0.15 0.05

21 0.14 0

22 0.2 0.01

23 0.16 0.08

24 0.15 0

25 0.13 -0.07

26 0.14 -0.05

27 0.13 -0.07

28 0.15 0.01


2/12

29 0.15 0.05

30 0.14 -0.03

31 0.16 0.03

32 0.14 0.06

33 0.2 -0.07

34 0.14 -0.02

35 0.12 -0.01

36 0.13 0.0437 0.13 0.01

38 0.12 0.01

39 0.14 0.05

40 0.13 0.08

41 0.12 -0.03

42 0.12 -0.14

43 0.15 0.06

44 0.14 -0.03

45 0.13 0.05

46 0.15 0.03

47 0.15 0

48 0.12 -0.0149 0.13 -0.02

50 0.21 0.02

51 0.17 -0.17

52 0.17 -0.17

53 0.14 0.03

54 0.12 0

55 0.14 -0.02

56 0.15 0.03

57 0.17 0.03

58 0.13 0.03

59 0.17 -0.02

60 0.14 -0.0461 0.13 -0.07

62 0.13 -0.12

63 0.13 0.02

64 0.13 -0.02

65 0.16 0.03

66 0.13 0.02

67 0.13 -0.03

68 0.13 -0.06

69 0.16 -0.03

70 0.13 0.05

71 0.2 0.08

72 0.19 0.05

73 0.15 0.01

74 0.14 0.1

75 0.13 0.03

76 0.18 -0.1

77 0.14 0.02

78 0.14 0.01

79 0.12 0.05

80 0.14 0.01

81 0.14 0


3/12

82 0.12 0.01

83 0.12 -0.02

84 0.13 0.01

85 0.13 0.04

86 0.16 0.04

87 0.14 0.05

88 0.13 -0.01

89 0.13 -0.0290 0.13 -0.04

91 0.15 0.03

92 0.16 0

93 0.15 -0.05

94 0.13 -0.05

95 0.13 -0.02

96 0.13 -0.03

97 0.21 -0.04

98 0.14 -0.04

99 0.17 0.03


4/12

pper 95,0%

0.14

0

0.01


5/12


6/12


7/12

Industry Name Expected Growth(Y) Number of Firms(X1) Price/Sales(X2) Net Margin

Advertising 17.72% 40 1.59 2.09%

Aerospace/Defense 19.86% 69 1.25 3.32%

Air Transport 20.83% 49 0.70 2.95%

Apparel 14.12% 57 1.02 2.97%

Auto & Truck 13.40% 28 0.48 1.50%

Auto Parts 20.09% 56 0.41 -0.18%Bank 9.72% 504 0.00 0.00%

Bank (Canadian) 8.75% 8 0.00 0.00%

Bank (Midwest) 6.87% 38 0.00 0.00%

Beverage 13.27% 44 2.85 4.92%

Biotechnology 26.77% 103 6.09 8.00%

Building Materials 11.85% 49 0.96 1.90%

Cable TV 23.45% 23 1.99 3.23%

Canadian Energy 7.88% 13 2.71 8.10%

Chemical (Basic) 13.94% 19 1.71 3.57%

Chemical (Diversified) 11.52% 37 1.65 4.27%

Chemical (Specialty) 12.75% 90 1.28 2.88%

Coal 23.10% 18 2.53 3.88%Computer Software/Svcs 20.64% 376 3.78 7.35%

Computers/Peripherals 19.53% 144 1.71 3.46%

Diversified Co. 14.78% 107 1.42 3.15%

Drug 20.42% 368 3.81 9.59%

E-Commerce 24.78% 56 4.44 2.93%

Educational Services 14.66% 39 3.08 4.18%

Electric Util. (Central) 5.95% 25 1.17 3.20%

Electric Utility (East) 8.73% 27 1.83 4.53%

Electric Utility (West) 5.73% 17 1.20 3.95%

Electrical Equipment 15.98% 86 2.29 6.07%

Electronics 19.42% 179 0.81 0.92%

Entertainment 11.50% 93 1.85 3.90%Entertainment Tech 19.29% 38 4.27 -0.09%

Environmental 20.14% 89 1.41 2.94%

Financial Svcs. (Div.) 13.13% 294 5.31 34.12%

Food Processing 12.68% 123 1.26 3.04%

Food Wholesalers 11.07% 19 0.31 0.56%

Foreign Electronics 16.43% 10 0.80 1.41%

Furn/Home Furnishings 13.72% 39 0.63 2.09%

Grocery 13.14% 15 0.34 0.96%

Healthcare Information 19.38% 38 2.41 3.28%

Heavy Construction 20.50% 12 1.00 1.47%

Home Appliance 9.83% 11 0.69 2.26%

Homebuilding -2.00% 36 0.26 -2.47%Hotel/Gaming 20.49% 75 2.66 3.90%

Household Products 11.50% 28 2.40 5.80%

Human Resources 17.47% 35 0.49 1.28%

Industrial Services 18.11% 196 1.00 1.91%

Information Services 14.84% 38 2.91 6.19%

Insurance (Life) 11.40% 40 0.00 0.00

Insurance (Prop/Cas.) 10.82% 87 0.00 0.00


8/12

Internet 22.91% 266 6.76 6.48%

Investment Co. 0.00% 18 6.00 -17.94%

Investment Co.(Foreign) 0.00% 15 5.54 10.31%

Machinery 17.53% 126 1.28 3.53%

Manuf. Housing/RV 12.60% 18 0.49 0.54%

Maritime 12.13% 52 2.39 8.04%

Medical Services 18.22% 178 1.03 2.70%Medical Supplies 19.42% 274 1.77 3.87%

Metal Fabricating 16.60% 37 1.30 3.40%

Metals & Mining (Div.) 15.39% 78 4.91 9.31%

Natural Gas (Div.) 10.19% 31 2.47 6.70%

Natural Gas Utility 5.46% 26 0.77 2.16%

Newspaper 1.00% 18 1.27 4.30%

Office Equip/Supplies 14.42% 25 0.64 2.39%

Oil/Gas Distribution 10.78% 15 1.21 2.13%

Oilfield Svcs/Equip. 18.90% 113 3.04 8.43%

Packaging & Container 15.29% 35 0.73 1.81%

Paper/Forest Products 9.77% 39 0.90 2.61%

Petroleum (Integrated) 7.49% 26 1.09 4.40%Petroleum (Producing) 12.82% 186 2.11 6.24%

Pharmacy Services 18.13% 19 0.84 1.59%

Power 28.37% 58 8.77 4.87%

Precious Metals 23.52% 84 7.04 8.85%

Precision Instrument 15.76% 103 2.25 4.12%

Property Management 24.46% 12 2.82 6.41%

Publishing 16.09% 40 1.34 2.20%

R.E.I.T. 7.39% 147 4.74 73.22%

Railroad 16.12% 16 2.14 6.92%

Recreation 15.38% 73 1.55 4.80%

Reinsurance 17.31% 11 0.00 0.00%

Restaurant 14.94% 75 1.76 4.54%Retail (Special Lines) 14.51% 164 0.72 2.00%

Retail Automotive 12.97% 16 0.45 1.47%

Retail Building Supply 9.92% 9 0.58 2.63%

Retail Store 13.67% 42 0.65 1.81%

Securities Brokerage 16.87% 31 1.23 4.23%

Semiconductor 20.29% 138 3.35 5.87%

Semiconductor Equip 18.69% 16 2.18 6.49%

Shoe 12.24% 20 1.59 4.16%

Steel (General) 11.00% 26 0.92 3.43%

Steel (Integrated) 9.52% 14 1.64 5.78%

Telecom. Equipment 18.81% 124 2.55 4.89%

Telecom. Services 15.27% 152 2.20 4.24%Thrift 9.94% 234 0.00 0.00%

Tobacco 8.08% 11 1.57 4.32%

Toiletries/Cosmetics 11.35% 21 1.61 3.23%

Trucking 9.67% 32 0.52 1.68%

Utility (Foreign) 17.50% 6 10.46 12.30%

Water Utility 10.03% 16 2.90 6.29%

Wireless Networking 20.28% 74 5.41 0.68%


9/12

Market 15.30% 7364 1.79 4.58%


10/12

Payout Beta EV/Sales After-tax Operating Margin

10.28% 1.60 2.02 11.30%

14.17% 1.19 1.38 7.50%

10.48% 1.40 0.89 10.28%

9.15% 0.87 1.14 8.49%

11.49% 1.54 0.83 8.68%

NA 1.45 0.54 5.47%48.34% 0.63 NA NA

51.49% 0.67 NA NA

55.69% 0.85 NA NA

0.89 3.11 13.27%

0.00% 1.51 5.99 18.57%

10.39% 1.07 1.18 9.45%

3.03% 1.56 3.06 20.14%

12.88% 0.80 3.13 25.84%

22.99% 1.52 1.92 10.60%

17.70% 1.16 1.80 13.51%

18.40% 1.06 1.43 9.80%

15.07% 1.71 2.84 17.95%11.00% 1.56 3.57 15.31%

7.27% 1.86 1.63 7.66%

11.32% 1.03 1.57 9.29%

26.34% 1.78 3.75 22.91%

1.53% 2.08 4.05 7.95%

2.19% 1.27 2.93 10.67%

32.61% 0.93 1.98 14.57%

32.15% 0.84 2.65 16.31%

22.84% 0.88 1.87 16.43%

26.92% 1.35 3.80 37.22%

4.43% 1.32 0.82 5.05%

12.07% 1.53 2.40 16.21%NA 2.06 3.74 -2.48%

18.93% 1.00 2.01 13.15%

25.82% 1.14 14.13 126.08%

24.79% 0.77 1.45 7.64%

26.52% 0.79 0.44 3.03%

18.02% 1.08 0.80 5.66%

16.41% 1.10 0.78 7.34%

11.65% 0.99 0.44 3.38%

4.08% 0.91 2.48 12.14%

4.84% 1.25 0.95 2.91%

12.00% 0.95 0.79 6.98%

5.64% 1.64 0.55 5.01%14.63% 1.25 3.50 16.01%

22.64% 0.89 2.75 15.12%

8.90% 1.38 0.46 3.33%

8.44% 1.22 1.16 7.93%

15.61% 1.05 3.08 15.49%

29.95% 0.94 NA NA

15.69% 0.89 NA NA


11/12

0.52% 1.97 6.38 14.34%

NA 0.71 5.97 0.00%

0.00% 1.31 5.31 8.48%

11.09% 1.19 1.53 9.62%

16.26% 1.92 0.49 2.47%

18.33% 0.87 3.45 27.23%

1.32% 1.10 1.12 7.79%16.28% 1.43 1.83 8.98%

10.28% 1.19 1.38 10.41%

14.45% 1.05 5.11 23.90%

12.38% 0.93 3.15 25.11%

30.29% 0.78 1.26 9.68%

18.24% 1.21 1.87 15.49%

8.68% 1.13 0.78 7.06%

43.13% 0.72 1.64 9.32%

5.16% 1.10 3.27 18.68%

16.30% 1.12 1.07 9.46%

25.39% 0.93 1.20 11.12%

12.53% 1.02 1.13 10.91%4.09% 1.00 2.48 26.14%

5.78% 1.07 0.91 1.64%

1.24% 1.87 9.65 15.08%

13.08% 1.11 7.09 30.10%

6.86% 1.66 2.23 10.63%

12.98% 0.91 4.90 32.99%

13.81% 1.35 1.77 11.11%

86.18% 0.90 6.16 18.90%

13.03% 1.23 2.63 20.06%

22.24% 1.54 1.88 15.25%

12.64% 1.01 NA NA

19.79% 0.93 1.94 12.05%8.79% 1.26 0.72 6.10%

2.72% 1.58 0.61 4.69%

12.84% 1.23 0.68 7.66%

11.51% 1.11 0.72 4.71%

12.82% 1.66 2.38 23.18%

19.60% 2.59 3.11 22.13%

5.29% 2.51 2.04 18.11%

11.98% 1.47 1.49 8.70%

7.60% 1.71 0.94 9.59%

7.61% 1.97 1.84 14.78%

11.47% 1.98 2.30 11.08%

55.16% 1.34 2.84 24.23%58.41% 0.59 NA NA

67.86% 0.70 1.65 6.66%

22.22% 0.85 1.78 8.76%

6.14% 1.04 0.74 9.16%

0.00% 1.01 10.30 15.71%

22.25% 0.78 4.33 25.36%

10.55% 2.20 5.85 10.67%


12/12

18.73% 1.24 2.11 14.25%

summary output regression statistics multiple r 0.37

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