# ANOVA is significant but coefficients aren't

My master thesis investigates the relation between stock raw returns and sentiment scores.

To make a conclusion there is a multiple linear regression with the mean sentiment, the variance of the sentiment and the variance of the raw returns (of the stocks) as independent variables and average raw return as dependent variable. Something like:

raw return = constant + (average sentiment * x1) + (variance sentiment * x2) + (variance raw return * x3)


a snap shot of the data:

When I the multiple linear regression. SPSS gives me following output. My problem is that I don't know if I can use this.. the ANOVA test is significant (but what does it mean with this data?) and the only coefficient that is significant is the variance of the raw returns. As this is the final result I need to explain the results.

This is the SPSS output:

This is the scatterplot of the residuals and raw returns: (if this could be useful)