Table 5 Regression analysis of impact of...

Table 5

Regression analysis of impact of number of daily spread rate 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	10712.311		0.052	45.37	0.00
	Closing price	slope	−1145.863	−0.227		−5.26	0.00
	Opening price	constant	10729.403		0.054	45.52	0.00
	Opening price	slope	−1170.467	−0.232		−5.38	0.00
	Trading volume	constant	336365725.703		0.019	21.16	0.00
	Trading volume	slope	−46688755.739	−0.140		−3.18	0.00
Food production sector	Closing price	constant	5828.336		0.131	94.36	0.00
	Closing price	slope	−498.725	−0.361		−8.76	0.00
	Opening price	constant	5839.777		0.135	94.10	0.00
	Opening price	slope	−510.165	−0.367		−8.91	0.00
	Trading volume	constant	17326131.501		0.007	11.23	0.00
	Trading volume	slope	−2602908.641	−0.081		−1.83	0.07
Investment and finance sector	Closing price	constant	6634.532		0.043	27.49	0.00
	Closing price	slope	−1062.438	−0.207		−4.77	0.00
	Opening price	constant	6648.738		0.044	27.48	0.00
	Opening price	slope	−1078.201	−0.209		−4.83	0.00
	Trading volume	constant	7976886.239		0.001	8.04	0.00
	Trading volume	slope	−651651.909	−0.032		−0.71	0.48
Banking sector	Closing price	constant	10300.142		0.027	31.82	0.00
	Closing price	slope	−1129.137	−0.165		−3.78	0.00
	Opening price	constant	10324.593		0.029	32.01	0.00
	Opening price	slope	−1164.138	−0.171		−3.91	0.00
	Trading volume	constant	36161044.057		0.001	14.22	0.00
	Trading volume	slope	−1543705.480	−0.029		−0.66	0.51
Food retail sector	Closing price	constant	10638.159		0.061	72.42	0.00
	Closing price	slope	−779.828	−0.247		−5.76	0.00
	Opening price	constant	10657.288		0.064	72.02	0.00
	Opening price	slope	−802.822	−0.252		−5.88	0.00
	Trading volume	constant	2279548.749		0.000	6.78	0.00
	Trading volume	slope	−155608.346	−0.022		−0.50	0.62
Pharmaceutical sector	Closing price	constant	5981.175		0.072	42.79	0.00
	Closing price	slope	−812.545	−0.269		−6.30	0.00
	Opening price	constant	6008.073		0.076	42.84	0.00
	Opening price	slope	−836.611	−0.275		−6.47	0.00
	Trading volume	constant	644104.345		0.003	6.77	0.00
	Trading volume	slope	−111524.791	−0.056		−1.27	0.20
Healthcare sector	Closing price	constant	7345.256		0.074	36.39	0.00
	Closing price	slope	−1190.913	−0.273		−6.40	0.00
	Opening price	constant	7348.271		0.075	36.39	0.00
	Opening price	slope	−1201.700	−0.275		−6.45	0.00
	Trading volume	constant	4249487.864		0.002	7.96	0.00
	Trading volume	slope	469874.019	0.042		0.95	0.34
Energy sector	Closing price	constant	5829.734		0.158	127.17	0.00
	Closing price	slope	−413.540	−0.397		−9.78	0.00
	Opening price	constant	5833.351		0.165	128.18	0.00
	Opening price	slope	−420.979	−0.406		−10.03	0.00
	Trading volume	constant	19048447.979		0.038	15.64	0.00
	Trading volume	slope	−5065043.295	−0.196		−4.51	0.00
Transport sector	Closing price	constant	5794.329		0.082	46.35	0.00
	Closing price	slope	−778.544	−0.287		−6.75	0.00
	Opening price	constant	5803.553		0.083	46.30	0.00
	Opening price	slope	−786.801	−0.289		−6.81	0.00
	Trading volume	constant	7360415.156		0.002	12.35	0.00
	Trading volume	slope	−583119.671	−0.047		−1.06	0.29

Dependent variables			Unstand. Coeff	Stand. Coeff	R Square	t	Sig
General indicator	Closing price	constant	10712.311		0.052	45.37	0.00
	Closing price	slope	−1145.863	−0.227		−5.26	0.00
	Opening price	constant	10729.403		0.054	45.52	0.00
	Opening price	slope	−1170.467	−0.232		−5.38	0.00
	Trading volume	constant	336365725.703		0.019	21.16	0.00
	Trading volume	slope	−46688755.739	−0.140		−3.18	0.00
Food production sector	Closing price	constant	5828.336		0.131	94.36	0.00
	Closing price	slope	−498.725	−0.361		−8.76	0.00
	Opening price	constant	5839.777		0.135	94.10	0.00
	Opening price	slope	−510.165	−0.367		−8.91	0.00
	Trading volume	constant	17326131.501		0.007	11.23	0.00
	Trading volume	slope	−2602908.641	−0.081		−1.83	0.07
Investment and finance sector	Closing price	constant	6634.532		0.043	27.49	0.00
	Closing price	slope	−1062.438	−0.207		−4.77	0.00
	Opening price	constant	6648.738		0.044	27.48	0.00
	Opening price	slope	−1078.201	−0.209		−4.83	0.00
	Trading volume	constant	7976886.239		0.001	8.04	0.00
	Trading volume	slope	−651651.909	−0.032		−0.71	0.48
Banking sector	Closing price	constant	10300.142		0.027	31.82	0.00
	Closing price	slope	−1129.137	−0.165		−3.78	0.00
	Opening price	constant	10324.593		0.029	32.01	0.00
	Opening price	slope	−1164.138	−0.171		−3.91	0.00
	Trading volume	constant	36161044.057		0.001	14.22	0.00
	Trading volume	slope	−1543705.480	−0.029		−0.66	0.51
Food retail sector	Closing price	constant	10638.159		0.061	72.42	0.00
	Closing price	slope	−779.828	−0.247		−5.76	0.00
	Opening price	constant	10657.288		0.064	72.02	0.00
	Opening price	slope	−802.822	−0.252		−5.88	0.00
	Trading volume	constant	2279548.749		0.000	6.78	0.00
	Trading volume	slope	−155608.346	−0.022		−0.50	0.62
Pharmaceutical sector	Closing price	constant	5981.175		0.072	42.79	0.00
	Closing price	slope	−812.545	−0.269		−6.30	0.00
	Opening price	constant	6008.073		0.076	42.84	0.00
	Opening price	slope	−836.611	−0.275		−6.47	0.00
	Trading volume	constant	644104.345		0.003	6.77	0.00
	Trading volume	slope	−111524.791	−0.056		−1.27	0.20
Healthcare sector	Closing price	constant	7345.256		0.074	36.39	0.00
	Closing price	slope	−1190.913	−0.273		−6.40	0.00
	Opening price	constant	7348.271		0.075	36.39	0.00
	Opening price	slope	−1201.700	−0.275		−6.45	0.00
	Trading volume	constant	4249487.864		0.002	7.96	0.00
	Trading volume	slope	469874.019	0.042		0.95	0.34
Energy sector	Closing price	constant	5829.734		0.158	127.17	0.00
	Closing price	slope	−413.540	−0.397		−9.78	0.00
	Opening price	constant	5833.351		0.165	128.18	0.00
	Opening price	slope	−420.979	−0.406		−10.03	0.00
	Trading volume	constant	19048447.979		0.038	15.64	0.00
	Trading volume	slope	−5065043.295	−0.196		−4.51	0.00
Transport sector	Closing price	constant	5794.329		0.082	46.35	0.00
	Closing price	slope	−778.544	−0.287		−6.75	0.00
	Opening price	constant	5803.553		0.083	46.30	0.00
	Opening price	slope	−786.801	−0.289		−6.81	0.00
	Trading volume	constant	7360415.156		0.002	12.35	0.00
	Trading volume	slope	−583119.671	−0.047		−1.06	0.29

Source(s): Investing

https://sa.investing.com/indices/saudi-arabia-indices?&majorIndices = on&primarySectors = on

-Our world in data

https://ourworldindata.org/

https://ourworldindata.org/coronavirus

https://github.com/owid/covid-19-data/tree/master/public/data

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