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Regression of stock return data

I have to do a research project on the below question. I am planning on completing the report myself but I don't know how to perform a regression on all of my data.

Choose a small number of financial ratios and test whether these contain any predictive power for stock returns.

I want to test whether dividend yield, p/e ratio and book-to-market ratio contain any predictive power for stock returns.

The article found at [url removed, login to view] should be used as a guide of what data I'm looking to include in my report (i.e. I want to include the same tables into my report) except the fin ratios i have gathered data on are Dividend yield, P/E ratio and Book-to-market value ratio. The data my report will be on is attached and is a sample from the ASX100. I have no idea how to regress this data but I would like it to be split into 2 equal samples like the article I found.

The dependent variable is going to be stock returns. As I am unsure about how to do the regression I have not calculated any returns as I don't know what info is needed.

Skills: Data Processing, Excel, Finance

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Mark0kos

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