--%>
Assignment Help - homework help

Compute the stoke statistics

Please do the following and submit your results in the table format in a word file on canvas:

a)      Go to Yahoo finance/Investing/Stocks/Research tools/Historical quotes/Historical prices and download adjusted monthly closing prices for the period 1/1/2006 to 31/12/2012 for:

Exxon (XOM)

Walmart (WMT)

S&P 500 (^GSPC)

b)      Sort data from oldest to newest record.

Compute monthly returns for each stock and index:

Return at time t = (Pt-Pt-1)/Pt-1

c)      Compute the following statistics for each stock and the index:

        i.            Average monthly return

        ii.            Geometric monthly return and the corresponding annual return.

        iii.            The monthly standard deviation and corresponding annual standard deviation

        iv.            Use the monthly returns and compute the correlation between each pair (Exxon-Walmart, Exxon-S&P 500, Walmart-S&P 500).

        v.            What is the beta for each stock? The beta for stock x is given by the following formula,

2374_Untitled 12.png

Please present your results in the following format:

Statistic

Exxon

Walmart

S&P 500 Index (mkt)

Average monthly return

 

 

 

Compounded monthly return

 

 

 

Annual return

 

 

 

Monthly standard deviation

 

 

 

Annual standard deviation

 

 

 

Correlation

 

 

 

Exxon-Walmart =

 

 

 

Exxon-S&P 500 =

 

 

 

Walmart-S&P 500 =

 

 

 

Beta

 

 

 

 

 

 

 

 

   Related Questions in Basic Statistics

  • Q : Calculate the p- value Medical tests

    Medical tests were conducted to learn about drug-resistant tuberculosis. Of 284 cases tested in New Jersey, 18 were found to be drug- resistant. Of 536 cases tested in Texas, 10 were found to be drugresistant. Do these data indicate that New Jersey has a statisti

    		•
  • Q : Compute the stoke statistics Please do

    Please do the following and submit your results in the table format in a word file on canvas: a)      Go to Yahoo finance/Investing/Stocks/Research tools/Historical quotes/Historical prices and download adjusted monthly closing prices for the period 1/1/2006 to 31

    		•
  • Q : Statistics for Management Assignment

    Q : Correlation analysis and the regression

    1).  When you take out a mortgage, there are many different kinds of costs.  Usually the two largest are the interest rate (annual percentage that determines the size of your monthly payment) and the loan fee (a one-time percentage charged to you at the time

    		•
  • Q : Hw An experiment is conducted in which

    An experiment is conducted in which 60 participants each fill out a personality test, but not according to the way they see themselves. Instead, 20 are randomly assigned to fill it out according to the way they think a parent sees them (i.e. how a parent would fill it out to describe the participant

    		•
  • Q : Develop the most appropriate regression

    Predicting Courier Costs The law firm of Adams, Babcock, and Connors is located in the Dallas-Fort metroplex.  Randall Adams is the senior and founding partner of the firm.  John Babcock has been a partne

    		•
  • Q : Define Service Demand Law

    Service Demand Law:• Dk = SKVK, Average time spent by a typical request obtaining service from resource k• DK = (ρk/X

    		•
  • Q : Computing Average revenue using

    Can anyone help me in the illustrated problem? The airport branch of a car rental company maintains a fleet of 50 SUVs. The inter-arrival time between the requests for an SUV is 2.4 hrs, on an average, with a standard deviation of 2.4 hrs. There is no indication of a

    		•
  • Q : Problem on queuing diagram Draw a 

    Draw a queuing diagram for the systems below and describe them using Kendall’s notation: A) Single CPU system <

    		•
  • Q : State Kendalls notation

    Kendall’s notation:  A/B/C/K/m/Z A, Inter-arrival distribution M exponential D constant or determ

    		•