This document contains statistical analysis of historical stock market data. It presents the linear regression model E(ri) = αi + βi*rM + εi, where E(ri) is the expected return of stock i, αi is the intercept, βi is the correlation to market returns, rM is the market return, and εi is the error term. It provides regression results for various technology stocks over different time periods, including average returns and t-test statistics. The analysis examines stock performance under three different presidential administrations and policies.