--%>
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 : 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 : MANOVA and Reflection Activity

    Activity 10:   MANOVA and Reflection   4Comparison of Multiple Outcome Variables This activity introduces you to a very common technique - MANOVA. MANOVA is simply an extension of an ANOV

    		•
  • 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 : 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 : 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 : Decision Variables Determine Decision

    Determine Decision Variables: Let X1 be the number of private homes to be inspectedLet X2 be the number of office buildings to be inspect

    		•
  • 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 : State the hypotheses At Western

    At Western University the historical mean of scholarship examination score for freshman applications is 900. Population standard deviation is assumed to be known as 180. Each year, the assistant dean uses a sample of applications to determine whether the mean ex

    		•
  • Q : Average think time Software monitor

    Software monitor data for an interactive system shows a CPU utilization of 75%, a 3 second CPU service demand, a response time of 15 seconds, and 10 active users. Determine the average think time of these users?

    		•
  • 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

    		•