Regression analysis of impact of number of daily deaths of COVID-19 on some financial and monetary indicators of Saudi Arabia during period (March 2, 2020–March 21, 2022)
| Dependent variables | Unstand. Coeff | Stand. Coeff | R Square | t | Sig | ||
|---|---|---|---|---|---|---|---|
| General indicator | Closing price | constant | 10371.101 | 0.224 | 104.99 | 0.00 | |
| slope | −70.035 | −0.473 | −12.15 | 0.00 | |||
| Opening price | constant | 10365.902 | 0.225 | 105.08 | 0.00 | ||
| slope | −70.268 | −0.475 | −12.20 | 0.00 | |||
| Trading volume | constant | 245107327.536 | 0.145 | 35.89 | 0.00 | ||
| slope | 3719460.566 | 0.381 | 9.33 | 0.00 | |||
| Food production sector | Closing price | constant | 5186.874 | 0.078 | 177.26 | 0.00 | |
| slope | 11.278 | 0.280 | 6.60 | 0.00 | |||
| Opening price | constant | 5189.853 | 0.074 | 175.65 | 0.00 | ||
| slope | 11.003 | 0.271 | 6.38 | 0.00 | |||
| Trading volume | constant | 10390759.640 | 0.150 | 15.81 | 0.00 | ||
| slope | 364427.277 | 0.387 | 9.50 | 0.00 | |||
| Investment and finance sector | Closing price | constant | 6370.699 | 0.216 | 63.29 | 0.00 | |
| slope | −69.760 | −0.465 | −11.87 | 0.00 | |||
| Opening price | constant | 6374.128 | 0.218 | 63.22 | 0.00 | ||
| slope | −70.238 | −0.467 | −11.94 | 0.00 | |||
| Trading volume | constant | 6953899.100 | 0.002 | 15.25 | 0.00 | ||
| slope | 29598.937 | 0.049 | 1.11 | 0.27 | |||
| Banking sector | Closing price | constant | 10354.377 | 0.257 | 78.96 | 0.00 | |
| slope | −101.906 | −0.507 | −13.31 | 0.00 | |||
| Opening price | constant | 10341.939 | 0.258 | 79.11 | 0.00 | ||
| slope | −101.801 | −0.508 | −13.34 | 0.00 | |||
| Trading volume | constant | 32868535.710 | 0.010 | 28.22 | 0.00 | ||
| slope | 152063.642 | 0.098 | 2.24 | 0.03 | |||
| Food retail sector | Closing price | constant | 9676.835 | 0.023 | 140.49 | 0.00 | |
| slope | 14.106 | 0.153 | 3.51 | 0.00 | |||
| Opening price | constant | 9676.618 | 0.022 | 139.18 | 0.00 | ||
| slope | 13.765 | 0.148 | 3.39 | 0.00 | |||
| Trading volume | constant | 2040166.347 | 0.002 | 13.15 | 0.00 | ||
| slope | 8034.014 | 0.039 | 0.89 | 0.38 | |||
| Pharmaceutical sector | Closing price | constant | 5422.739 | 0.070 | 84.29 | 0.00 | |
| slope | −23.293 | −0.264 | −6.20 | 0.00 | |||
| Opening price | constant | 5432.269 | 0.073 | 84.14 | 0.00 | ||
| slope | −23.913 | −0.270 | −6.35 | 0.00 | |||
| Trading volume | constant | 402009.327 | 0.036 | 9.34 | 0.00 | ||
| slope | 10942.733 | 0.189 | 4.36 | 0.00 | |||
| Healthcare sector | Closing price | constant | 6764.958 | 0.177 | 77.04 | 0.00 | |
| slope | −53.800 | −0.421 | −10.50 | 0.00 | |||
| Opening price | constant | 6761.068 | 0.179 | 77.04 | 0.00 | ||
| slope | −54.173 | −0.423 | −10.58 | 0.00 | |||
| Trading volume | constant | 4432475.989 | 0.006 | 18.10 | 0.00 | ||
| slope | 25136.904 | 0.078 | 1.76 | 0.08 | |||
| Energy sector | Closing price | constant | 5508.742 | 0.072 | 244.52 | 0.00 | |
| slope | −8.278 | −0.268 | −6.30 | 0.00 | |||
| Opening price | constant | 5505.081 | 0.073 | 245.18 | 0.00 | ||
| slope | −8.303 | −0.270 | −6.34 | 0.00 | |||
| Trading volume | constant | 13171231.663 | 0.007 | 23.11 | 0.00 | ||
| slope | 64169.357 | 0.085 | 1.93 | 0.06 | |||
| Transport sector | Closing price | constant | 5352.625 | 0.144 | 96.44 | 0.00 | |
| slope | −30.122 | −0.380 | −9.30 | 0.00 | |||
| Opening price | constant | 5358.903 | 0.148 | 96.42 | 0.00 | ||
| slope | −30.597 | −0.385 | −9.43 | 0.00 | |||
| Trading volume | constant | 6491595.511 | 0.004 | 23.69 | 0.00 | ||
| slope | 22566.445 | 0.062 | 1.41 | 0.16 | |||
| Dependent variables | Unstand. Coeff | Stand. Coeff | R Square | t | Sig | ||
|---|---|---|---|---|---|---|---|
| General indicator | Closing price | constant | 10371.101 | 0.224 | 104.99 | 0.00 | |
| slope | −70.035 | −0.473 | −12.15 | 0.00 | |||
| Opening price | constant | 10365.902 | 0.225 | 105.08 | 0.00 | ||
| slope | −70.268 | −0.475 | −12.20 | 0.00 | |||
| Trading volume | constant | 245107327.536 | 0.145 | 35.89 | 0.00 | ||
| slope | 3719460.566 | 0.381 | 9.33 | 0.00 | |||
| Food production sector | Closing price | constant | 5186.874 | 0.078 | 177.26 | 0.00 | |
| slope | 11.278 | 0.280 | 6.60 | 0.00 | |||
| Opening price | constant | 5189.853 | 0.074 | 175.65 | 0.00 | ||
| slope | 11.003 | 0.271 | 6.38 | 0.00 | |||
| Trading volume | constant | 10390759.640 | 0.150 | 15.81 | 0.00 | ||
| slope | 364427.277 | 0.387 | 9.50 | 0.00 | |||
| Investment and finance sector | Closing price | constant | 6370.699 | 0.216 | 63.29 | 0.00 | |
| slope | −69.760 | −0.465 | −11.87 | 0.00 | |||
| Opening price | constant | 6374.128 | 0.218 | 63.22 | 0.00 | ||
| slope | −70.238 | −0.467 | −11.94 | 0.00 | |||
| Trading volume | constant | 6953899.100 | 0.002 | 15.25 | 0.00 | ||
| slope | 29598.937 | 0.049 | 1.11 | 0.27 | |||
| Banking sector | Closing price | constant | 10354.377 | 0.257 | 78.96 | 0.00 | |
| slope | −101.906 | −0.507 | −13.31 | 0.00 | |||
| Opening price | constant | 10341.939 | 0.258 | 79.11 | 0.00 | ||
| slope | −101.801 | −0.508 | −13.34 | 0.00 | |||
| Trading volume | constant | 32868535.710 | 0.010 | 28.22 | 0.00 | ||
| slope | 152063.642 | 0.098 | 2.24 | 0.03 | |||
| Food retail sector | Closing price | constant | 9676.835 | 0.023 | 140.49 | 0.00 | |
| slope | 14.106 | 0.153 | 3.51 | 0.00 | |||
| Opening price | constant | 9676.618 | 0.022 | 139.18 | 0.00 | ||
| slope | 13.765 | 0.148 | 3.39 | 0.00 | |||
| Trading volume | constant | 2040166.347 | 0.002 | 13.15 | 0.00 | ||
| slope | 8034.014 | 0.039 | 0.89 | 0.38 | |||
| Pharmaceutical sector | Closing price | constant | 5422.739 | 0.070 | 84.29 | 0.00 | |
| slope | −23.293 | −0.264 | −6.20 | 0.00 | |||
| Opening price | constant | 5432.269 | 0.073 | 84.14 | 0.00 | ||
| slope | −23.913 | −0.270 | −6.35 | 0.00 | |||
| Trading volume | constant | 402009.327 | 0.036 | 9.34 | 0.00 | ||
| slope | 10942.733 | 0.189 | 4.36 | 0.00 | |||
| Healthcare sector | Closing price | constant | 6764.958 | 0.177 | 77.04 | 0.00 | |
| slope | −53.800 | −0.421 | −10.50 | 0.00 | |||
| Opening price | constant | 6761.068 | 0.179 | 77.04 | 0.00 | ||
| slope | −54.173 | −0.423 | −10.58 | 0.00 | |||
| Trading volume | constant | 4432475.989 | 0.006 | 18.10 | 0.00 | ||
| slope | 25136.904 | 0.078 | 1.76 | 0.08 | |||
| Energy sector | Closing price | constant | 5508.742 | 0.072 | 244.52 | 0.00 | |
| slope | −8.278 | −0.268 | −6.30 | 0.00 | |||
| Opening price | constant | 5505.081 | 0.073 | 245.18 | 0.00 | ||
| slope | −8.303 | −0.270 | −6.34 | 0.00 | |||
| Trading volume | constant | 13171231.663 | 0.007 | 23.11 | 0.00 | ||
| slope | 64169.357 | 0.085 | 1.93 | 0.06 | |||
| Transport sector | Closing price | constant | 5352.625 | 0.144 | 96.44 | 0.00 | |
| slope | −30.122 | −0.380 | −9.30 | 0.00 | |||
| Opening price | constant | 5358.903 | 0.148 | 96.42 | 0.00 | ||
| slope | −30.597 | −0.385 | −9.43 | 0.00 | |||
| Trading volume | constant | 6491595.511 | 0.004 | 23.69 | 0.00 | ||
| slope | 22566.445 | 0.062 | 1.41 | 0.16 | |||
Source(s): Investing
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