2
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1answer
69 views

How to see the impact of one variable on a set of other variables?

Thanks for your reply!! So I will explain a bit more of my problem. I want to perform a stress test on my portfolio of equities. So basically, I want to see the impact of shock in macroeconomic ...
6
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4answers
1k views

Using rolling returns in a multivariate linear regression?

I am trying to use fundamental factors such as PE, BV, & CFO in a multivariate linear regression with the response variable being the rolling 1 month returns. But this approach seems flawed as the ...