--%>
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 : Computers playing games How Computers

    How Computers playing games can be categorized according to different dimensions?

    		•
  • Q : Program Evaluation and Review

    Program Evaluation and Review Technique (PERT) A) Developed by US Navy and a consulting firm in 1958 for the Polaris submarine project. B) Technique as for CPM method, but acti

    		•
  • Q : Hypothesis homework A sample of 9 days

    A sample of 9 days over the past six months showed that a clinic treated the following numbers of patients: 24, 26, 21, 17, 16, 23, 27, 18, and 25. If the number of patients seen per day is normally distributed, would an analysis of these sample data provide evidence that the variance in the numbe

    		•
  • Q : Networks of queues Networks of queues •

    Networks of queues • Typically, the flow of customers/request through a system may involve a number of different processing nodes.– IP packets through a computer network– Orders through a manufactur

    		•
  • 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 z test and Sample t test A

    A random sample X1, X2, …, Xn is from a normal population with mean µ and variance σ2. If σ is unknown, give a 95% confidence interval of the population mean, and interpret it. Discuss the major diff

    		•
  • Q : OIL I need to product when oil will

    I need to product when oil will finish time (by years) for 6 countries if the keep their production (per day) in the same level. So, the 6 countries have fixed reserves and production 1. statistics for Bahrain Crude oil reserves (million barrels) = 124.6 be careful in million Crude oil producti

    		•
  • Q : Creating Grouped Frequency Distribution

    Creating Grouped Frequency Distribution: A) At first we have to determine the biggest and smallest values. B) Then we have to Calculate the Range = Maximum - Minimum C) Choose the number of classes wished for. This is generally between 5 to 20. D) Find out the class width by dividing the range b

    		•
  • 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 : Define Service Demand Law

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

    		•