--%>
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 : 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 : Cumulative Frequency and Relative

    Explain differences between Cumulative Frequency and Relative Frequency?

    		•
  • Q : Probability how can i calculate

    how can i calculate cumulative probabilities of survival

    		•
  • Q : Assumptions in Queuing system

    Assumptions in Queuing system: • Flow balance implies that the number of arrivals in an observation period is equal to the

    		•
  • Q : Point of estimate standing data se to

    standing data se to develop a point of estimate

    		•
  • 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 : Statics for each of the following

    for each of the following studies a and b decide whether to reject the null hypothesis that groiups come from identical populations. Use the .01 level. (c) Figure the effects size for each study. (d) ADVANCED TOPIC: Carry out an analysis of variance for study (a) using the strucurtal method.

    		•
  • Q : Model Checking Approach Model Checking

    Model Checking Approach: • Specify program model and exhaustively evaluate that model against a speci?cation        –Check that properties hold   

  • Q : What is Inter-arrival times

    Inter-arrival times:A) Requests arrive randomly, often separated by small time intervals with few long separations among themB) The time until the next arrival is independent of when the last arrival occurredC) Coro

    		•
  • 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

    		•