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Data - Analysis (AutoRecovered)

This document contains the results of several statistical analyses: 1. A one-way ANOVA comparing the means of small cap, mid cap, and large cap stocks finds no significant difference between the groups. 2. A two-way ANOVA with replication examines the capitalization and credit rating (CR) of companies over multiple years, finding no significant effects of capitalization, years, or their interaction. 3. F-tests and t-tests find no significant differences between the variances or means of small cap and mid cap stocks. 4. Overall, the analyses found no significant differences between small cap, mid cap, and large cap stocks or interactions with year based on the data presented.

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SUJAL
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29 views13 pages

Data - Analysis (AutoRecovered)

This document contains the results of several statistical analyses: 1. A one-way ANOVA comparing the means of small cap, mid cap, and large cap stocks finds no significant difference between the groups. 2. A two-way ANOVA with replication examines the capitalization and credit rating (CR) of companies over multiple years, finding no significant effects of capitalization, years, or their interaction. 3. F-tests and t-tests find no significant differences between the variances or means of small cap and mid cap stocks. 4. Overall, the analyses found no significant differences between small cap, mid cap, and large cap stocks or interactions with year based on the data presented.

Uploaded by

SUJAL
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Anova: Single Factor

SUMMARY
Groups Count Sum Average Variance
Small Cap 15 51 3.4 1.4
Mid Cap 15 50 3.333333 1.666667
Large Cap 15 50 3.333333 1.380952

ANOVA
Source of Variation SS df MS F P-value F crit
Between Groups 0.044444 2 0.022222 0.014989 0.985128 3.219942
Within Groups 62.26667 42 1.48254

Total 62.31111 44
Anova: Two-Factor With Replication

SUMMARY Small Cap Mid Cap Large Cap Total


2019
Count 5 5 5 15
Sum 20 17 14 51
Average 4 3.4 2.8 3.4
Variance 1.5 2.3 2.2 1.971429

2019
Count 5 5 5 15
Sum 18 17 15 50
Average 3.6 3.4 3 3.333333
Variance 1.3 1.8 2 1.52381

2019
Count 5 5 5 15
Sum 14 17 17 48
Average 2.8 3.4 3.4 3.2
Variance 2.2 1.8 2.3 1.885714

Total
Count 15 15 15
Sum 52 51 46
Average 3.466667 3.4 3.066667
Variance 1.695238 1.685714 1.92381

ANOVA
Source of Variation SS df MS F P-value F crit
Sample 0.311111 2 0.155556 0.08046 0.922857 3.259446
Columns 1.377778 2 0.688889 0.356322 0.702689 3.259446
Interaction 4.355556 4 1.088889 0.563218 0.690843 2.633532
Within 69.6 36 1.933333

Total 75.64444 44
Anova: Two-Factor With Replication

SUMMARY Small Cap Mid Cap Large Cap Total


2019
Count 3 3 3 9
Sum 5 6 4 15
Average 1.666667 2 1.333333 1.666667
Variance 0.333333 0 0.333333 0.25

2020
Count 3 3 3 9
Sum 11 11 7 29
Average 3.666667 3.666667 2.333333 3.222222
Variance 1.333333 2.333333 0.333333 1.444444

2021
Count 3 3 3 9
Sum 12 11 10 33
Average 4 3.666667 3.333333 3.666667
Variance 1 2.333333 2.333333 1.5

2022
Count 3 3 3 9
Sum 11 10 11 32
Average 3.666667 3.333333 3.666667 3.555556
Variance 2.333333 2.333333 0.333333 1.277778

2023
Count 3 3 3 9
Sum 13 13 14 40
Average 4.333333 4.333333 4.666667 4.444444
Variance 0.333333 0.333333 0.333333 0.277778

Total
Count 15 15 15
Sum 52 51 46
Average 3.466667 3.4 3.066667
Variance 1.695238 1.685714 1.92381

ANOVA
Source of Variation SS df MS F P-value F crit
Sample 37.64444 4 9.411111 8.642857 9.161E-05 2.689628
Columns 1.377778 2 0.688889 0.632653 0.538119 3.31583
Interaction 3.955556 8 0.494444 0.454082 0.878106 2.266163
Within 32.66667 30 1.088889

Total 75.64444 44
F-Test Two-Sample for Variances

Small Cap Mid Cap


Mean 3.466667 3.4
Variance 1.695238 1.685714
Observations 15 15
df 14 14
F 1.00565
P(F<=f) one-tail 0.49587
F Critical one-tail 2.483726
t-Test: Two-Sample Assuming Equal Variances

Small Cap Mid Cap


Mean 3.466667 3.4
Variance 1.695238 1.6857142857
Observations 15 15
Pooled Variance 1.690476
Hypothesized Mean Difference 0
df 28
t Stat 0.140422 com
P(T<=t) one-tail 0.444666
t Critical one-tail 1.701131
P(T<=t) two-tail 0.889332 if more then 0.05 don't reject null
t Critical two-tail 2.048407
n't reject null
Anova: Single Factor

SUMMARY
Groups Count Sum Average Variance
Small Cap 15 52 3.466667 1.695238
Mid Cap 15 51 3.4 1.685714
Large Cap 15 46 3.066667 1.92381

ANOVA cal if more then 0.05 don't reject null


Source of Variation SS df MS F P-value
Between Groups 1.377778 2 0.688889 0.389587 0.679758703692405
Within Groups 74.26667 42 1.768254

Total 75.64444 44
teb
F crit
3.219942
Year Company Capitalisation CR
2019 A Small Cap 2.00
2020 A Small Cap 5.00
2021 A Small Cap 4.00
2022 A Small Cap 5.00
2023 A Small Cap 2.00
2019 B Small Cap 2.00
2020 B Small Cap 3.00
2021 B Small Cap 5.00
2022 B Small Cap 4.00
2023 B Small Cap 3.00
2019 C Small Cap 3.00
2020 C Small Cap 3.00
2021 C Small Cap 3.00
2022 C Small Cap 2.00
2023 C Small Cap 5.00
2019 O Mid Cap 5.00
2020 O Mid Cap 5.00
2021 O Mid Cap 2.00
2022 O Mid Cap 3.00
2023 O Mid Cap 2.00
2019 P Mid Cap 2.00
2020 P Mid Cap 4.00
2021 P Mid Cap 5.00
2022 P Mid Cap 2.00
2023 P Mid Cap 2.00
2019 Q Mid Cap 4.00
2020 Q Mid Cap 2.00
2021 Q Mid Cap 4.00
2022 Q Mid Cap 5.00
2023 Q Mid Cap 3.00
2019 X Large Cap 5.00
2020 X Large Cap 2.00
2021 X Large Cap 3.00
2022 X Large Cap 3.00
2023 X Large Cap 2.00
2019 Y Large Cap 2.00
2020 Y Large Cap 2.00
2021 Y Large Cap 2.00
2022 Y Large Cap 4.00
2023 Y Large Cap 5.00
2019 Z Large Cap 4.00
2020 Z Large Cap 3.00
2021 Z Large Cap 5.00
2022 Z Large Cap 4.00
2023 Z Large Cap 4.00
Anova: Two-Factor With Replication

SUMMARYSmall Cap Mid Cap Large Cap Total


2019
Count 3 3 3 9
Sum 5 6 4 15
Average 1.666667 2 1.333333 1.666667
Variance 0.333333 0 0.333333 0.25

2020
Count 3 3 3 9
Sum 11 11 7 29
Average 3.666667 3.666667 2.333333 3.222222
Variance 1.333333 2.333333 0.333333 1.444444

2021
Count 3 3 3 9
Sum 12 11 10 33
Average 4 3.666667 3.333333 3.666667
Variance 1 2.333333 2.333333 1.5

2022
Count 3 3 3 9
Sum 11 10 11 32
Average 3.666667 3.333333 3.666667 3.555556
Variance 2.333333 2.333333 0.333333 1.277778

2023
Count 3 3 3 9
Sum 13 13 14 40
Average 4.333333 4.333333 4.666667 4.444444
Variance 0.333333 0.333333 0.333333 0.277778

Total
Count 15 15 15
Sum 52 51 46
Average 3.466667 3.4 3.066667
Variance 1.695238 1.685714 1.92381

ANOVA
Source of VariationSS df MS F P-value F crit
Sample 37.64444 4 9.411111 8.642857 9.161E-05 2.689628
Columns 1.377778 2 0.688889 0.632653 0.538119 3.31583
Interaction 3.955556 8 0.494444 0.454082 0.878106 2.266163
Within 32.66667 30 1.088889

Total 75.64444 44
Small Cap Mid Cap Large Cap
2019 2.00 2.00 1.00
2019 2.00 2.00 2.00
2019 1.00 2.00 1.00
2020 5.00 5.00 2.00
2020 3.00 4.00 2.00
2020 3.00 2.00 3.00
2021 4.00 2.00 3.00
2021 5.00 5.00 2.00
2021 3.00 4.00 5.00
2022 5.00 3.00 3.00
2022 4.00 2.00 4.00
2022 2.00 5.00 4.00
2023 4.00 5.00 5.00
2023 4.00 4.00 5.00
2023 5.00 4.00 4.00

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