--%>
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 : Variance and standard error A hospital

    A hospital treated 412 skin cancer patients over a year. Of these, 197 were female. Give the point estimate of the proportion of females seeking treatment for skin cancer. Give estimates of the

    		•
  • Q : State Kendalls notation

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

    		•
  • Q : Simplified demonstration of Littles Law

    Simplified demonstration of Little’s Law:

    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 : What is Forced Flow Law Forced Flow Law

    Forced Flow Law: • The forced flow law captures the relationship between the various components in the system. It states that the throughputs or flows, in all parts of a system must be proportional t

    		•
  • 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 : Statistics basic question This week you

    This week you will analyze if women drink more sodas than men.  For the purposes of this Question, assume that in the past there has been no difference.  However, you have seen lots of women drinking sodas the past few months.  You will perform a hypothesis test to determine if women now drink more

    		•
  • 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 : Model Checking Approach Model Checking

    Model Checking Approach: • Specify program model and exhaustively evaluate that model against a speci?cation        –Check that properties hold