--%>
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 : 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 : 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 : 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 : State Kendalls notation

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

    		•
  • Q : Principles of data analysis For the

    For the data analysis project, you will address some questions that interest you with the statistical methodology we are learning in class. You choose the questions; you decide how to collect data; you do the analyses. The questions can address almost any topic,

    		•
  • Q : Use the NW corner rule to find an

      (a) Use the NW corner rule to find an initial BFS, then solve using the transportation simplex method. Indicate your optimal objective function value. (b) Suppose we increase s1 from 15 to 16, and d3 from 10 to 11. S

    		•
  • 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 : Sample Questions in Graphical Solution

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

  • 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 : Designing a system What are the

    What are the questions that comes into mind when designing a system?

    		•