--%>
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 : Develop the most appropriate regression

    Predicting Courier Costs The law firm of Adams, Babcock, and Connors is located in the Dallas-Fort metroplex.  Randall Adams is the senior and founding partner of the firm.  John Babcock has been a partne

    		•
  • Q : Computers playing games How Computers

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

    		•
  • 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 : Probability how can i calculate

    how can i calculate cumulative probabilities of survival

    		•
  • Q : Stats The College Board SAT college

    The College Board SAT college entrance exam consists of three parts: math, writing and critical reading (The World Almanac 2012). Sample data showing the math and writing scores for a sample of twelve students who took the SAT follow. http://west.cengagenow.com/ilrn/books/assb12h/images/webfiles/

    		•
  • 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 : 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 : 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 : 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

    		•