--%>
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 : Problems on ANOVA We are going to

    We are going to simulate an experiment where we are trying to see whether any of the four automated systems (labeled A, B, C, and D) that we use to produce our root beer result in a different specific gravity than any of the other systems. For this example, we would l

    		•
  • Q : Statistics for Management Assignment

    Q : Explain Service times Service times: A)

    Service times:A) In most cases, servicing a request takes a “short” time, but in a few occasions requests take much longer.B) The probability of completing a service request by time t, is independent of how much tim

    		•
  • Q : Sample Questions in Graphical Solution

    Solved problems in Graphical Solution Procedure, sample assignments and homework Questions: Minimize Z = 10x1 + 4x2 Subject to

  • Q : Problem on Model Checking Part (a).

    Part (a). Draw a state diagram for a car with the following state variables: D indicating whether the car is in drive; B indicating the brake pedal is depressed; G indicating the gas pedal is depressed; and M indicating whether the car is moving. (For example, the sta

    		•
  • Q : Building Models Building Models • What

    Building Models • What do we need to know to build a model?– For model checking we need to specify behavior • Consider a simple vending machine – A custome rinserts coins, selects a beverage and receives a can of soda &bul

    		•
  • Q : Compare the test results The grade

    The grade point averages of 61 students who completed a college course in financial accounting have a standard deviation of .790. The grade point averages of 17 students who dropped out of the same course have a standard deviation of .940. Do the data indicate a

    		•
  • Q : Define Utilization Law Utilization Law

    Utilization Law: • ρk = XK . SK = X . DK • Utilization of a resource is the fraction

    		•
  • Q : FIN512 Entrepreneurial Finance Chapter

      Chapter 6: Discussion Question: #4 p. 223  It is usually easier to forecast sales for a seasoned firm contrast to an early-stage venture because an early-stage venture has limited access to bank credit lines, sho

    		•
  • Q : State Kendalls notation

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

    		•