--%>
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 : 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 : Sample z test and Sample t test A

    A random sample X1, X2, …, Xn is from a normal population with mean µ and variance σ2. If σ is unknown, give a 95% confidence interval of the population mean, and interpret it. Discuss the major diff

    		•
  • Q : Safety and Liveness in Model Checking

    Safety and Liveness in Model Checking Approach; •? Safety: Nothing bad happens •? Liveness: Something good happens •? Model checking is especially good at verifying safety and liveness properties    –?Concurrency i

    		•
  • 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 : 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 : 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 : 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 : How to solve statistics assignment in

    How to solve staistics assignment, i need some help in solving stats assignment on AVOVA based problems. Could you help in solving this?

    		•
  • Q : Compute two sample standard deviations

    Consider the following data for two independent random samples taken from two normal populations. Sample 1 14 26 20 16 14 18 Sample 2 18 16 8 12 16 14 a) Com

    		•
  • Q : STATISTICS Question This week you will

    This week you will analyze if women drink more sodas than men.  For the purposes of this Question, assume that in the past there has been no difference.  However, you have seen lots of women drinking sodas the past few months.  You will perform a hypothesis test to determine if women now drink more

    		•