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ITC Multiple Regression

The document contains annual data from 2010 to 2021 for ITC Ltd including share price, net revenue, repo rate, and corporate tax rate. A linear regression model was created to analyze the relationship between share price (Y) and the other variables (X1 = Net Revenue, X2 = Repo Rate, X3 = Corporate Tax Rate). The model found a strong positive correlation (R-square = 0.83) between the variables with the equation: Y = -320.265 + 0.0074X1 + 12.5813X2 + 5.6708X3.

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ABHISEK BEHERA
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97 views5 pages

ITC Multiple Regression

The document contains annual data from 2010 to 2021 for ITC Ltd including share price, net revenue, repo rate, and corporate tax rate. A linear regression model was created to analyze the relationship between share price (Y) and the other variables (X1 = Net Revenue, X2 = Repo Rate, X3 = Corporate Tax Rate). The model found a strong positive correlation (R-square = 0.83) between the variables with the equation: Y = -320.265 + 0.0074X1 + 12.5813X2 + 5.6708X3.

Uploaded by

ABHISEK BEHERA
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

year share price(Y) Net Revenue (X1) Repo rate (X2) corporate tax(X3)

2010 83.38 18,567.45 5 33.99


2011 112.6 21,167.58 6.5 32.44
2012 134.2 24,798.43 8 32.45 300
2013 182.27 29,605.58 7.75 33.99
2014 209.8 32,882.56 8 33.99
250
2015 240.07 36,083.21 7.75 34.61
2016 209.1 36,475.27 6.25 34.61
2017 249.65 39,641.91 6 34.61 200

Share Price(In ₹)
2018 281.25 40,254.67 6.5 34.61
2019 279.2 44,432.67 5.4 25.17 150
2020 163.2 45,136.80 4.4 25.17
2021 201.5 45,111.81 4 25.17
100 83.38

50

0
2010

ITC'S NET REVENUE (IN ₹ CRORES)


2021 45,111.81

2020 45,136.80

2019 44,432.67
40,254.67
2018
2017 39,641.91
2016 36,475.27

2015 36,083.21
2014 32,882.56
2013 29,605.58
2012 24,798.43
2011 21,167.58
2010 18,567.45
0.00 5,000.00 10,000.00 15,000.00 20,000.00 25,000.00 30,000.00 35,000.00 40,000.00 45,000.00 50

EQUATION(Y) -320.265316693839+0.00743530393397823X1+12.581343651411X2

Repo rate (X2)


9
8
7
Repo rate (X2)
9
8
7
6
5
4
3
2
1
0
2010 2011 2012 2013 2014 2015 2016 2017 2018
ITC'S Share Price(₹)
300 279.2
281.25

249.65
250 240.07

209.8 209.1
201.5
200
182.27
Share Price(In ₹)

163.2
150 134.2
112.6
100 83.38

50

0
2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021

SUMMARY OUTPUT
45,111.81
Regression Statistics
45,136.80 Multiple R 0.912428464212
44,432.67 R Square 0.832525702304
40,254.67 Adjusted R Square 0.769722840669
Standard Error 30.3918951729
39,641.91
,475.27
Observations 12

083.21 ANOVA
df SS MS
Regression 3 36732.88482906 12244.294943
Residual 8 7389.338337606 923.6672922
Total 11 44122.22316667

Coefficients Standard Error t Stat


40,000.00 45,000.00 50,000.00 Intercept -320.2653 115.9755 -2.7615
X Variable 1 0.0074 0.0012 6.2088
X Variable 2 12.5813 9.0455 1.3909
X Variable 3 5.6708 3.4421 1.6475

3X1+12.581343651411X2+5.6707889154477X3

epo rate (X2)


epo rate (X2)

2015 2016 2017 2018 2019 2020 2021


279.2

201.5

163.2

2019 2020 2021

F Significance F
13.25617465 0.0018013746

P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%


0.0246 -587.7053 -52.8254 -587.7053 -52.8254
0.0003 0.0047 0.0102 0.0047 0.0102
0.2017 -8.2776 33.4403 -8.2776 33.4403
0.1381 -2.2667 13.6083 -2.2667 13.6083

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