--%>
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 : 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 : Regression Analysis 1. A planning

    1. A planning official in the Texas Department of Community Affairs, which works in the office next to you, has a problem. He has been handed a data set from his boss that includes the costs involved in developing local land use plans for communities wi

    		•
  • Q : Spss in Business and Management Please

    Please tell me the cost of this current assignment. Note : I do not want the Solutions but please tell me the price as the assignment is .. Is the cost 3 euro? Do you sell those questions?

    		•
  • Q : Get Solved LP Problems Solve Linear

    Solve Linear Programming Questions A producer manufactures 3 models (I, II and III) of a particular product. He uses 2 raw materials A and B of which 4000 and 6000 units respectively are obtainable. The raw materials per unit of 3

    		•
  • 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 : State Littles Law Little’s Law : • L =

    Little’s Law: • L = λR = XR • Lq = λW = XW • Steady state system • Little’s Law holds as long as customers are not destroyed or&nbs

    		•
  • 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 : 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 : What is Interactive Response Time Law

    Interactive Response Time Law: • R = (L/X) - Z• Applies to closed systems.• Z is the think time. The time elapsed since&nb

    		•
  • 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

    		•