--%>
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 : 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 : Cumulative Frequency and Relative

    Explain differences between Cumulative Frequency and Relative Frequency?

    		•
  • Q : State Littles Law Little’s Law : • L =

    Little’s Law: • L = λR = XR • Lq = λW = XW • Steady state system • Little’s Law holds as long as customers are not destroyed or&nbs

    		•
  • Q : Simplified demonstration of Littles Law

    Simplified demonstration of Little’s Law:

    Q : Explain Service times Service times: A)

    Service times:A) In most cases, servicing a request takes a “short” time, but in a few occasions requests take much longer.B) The probability of completing a service request by time t, is independent of how much tim

    		•
  • Q : Statistics basic question This week you

    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 : Computers playing games How Computers

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

    		•
  • 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 : Spss in Business and Management Please

    Please tell me the cost of this current assignment. Note : I do not want the Solutions but please tell me the price as the assignment is .. Is the cost 3 euro? Do you sell those questions?

    		•
  • Q : Point of estimate standing data se to

    standing data se to develop a point of estimate

    		•