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,

 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 :Point of estimate standing data se to

standing data se to develop a point of estimate

• ##### 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 :Define Operational Analysis

Operational Analysis: • Analysis method based on the measurement of the operational characteristics of the system.

##### 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

• ##### 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 :Define SPIN simulation modes SPIN: •

SPIN: • SPIN generates C program that is the model checker – The pan verifier • Process Analyzer – Run the pan executable to do the model check

• ##### Q :Computers playing games How Computers

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

• ##### 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 :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.