--%>
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 : Homework help on Human memory & SPSS

    Effect of Scopolamine on Human Memory: A Completely Randomized Three Treamtent Design (N = 28) Scopolamine is a sedative used to induce sle

    		•
  • 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 : Data Description 1. If the mean number

    1. If the mean number of hours of television watched by teenagers per week is 12 with a standard deviation of 2 hours, what proportion of teenagers watch 16 to 18 hours of TV a week? (Assume a normal distribution.) A. 2.1% B. 4.5% C. 0.3% D. 4.2% 2. The probability of an offender having a s

    		•
  • Q : Point of estimate standing data se to

    standing data se to develop a point of estimate

    		•
  • 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 : 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 : 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 : 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 : 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 : Computers playing games How Computers

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

    		•