--%>
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 your conclusion The following

    The following data were collected on the number of emergency ambulance calls for an urban county and a rural county in Florida. Is County type independent of the day of the week in receiving the emergency ambulance calls? Use α = 0.005. What is your conclusion? Day of the Week<

    		•
  • 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 : State Kendalls notation

    Kendall’s notation:  A/B/C/K/m/Z A, Inter-arrival distribution M exponential D constant or determ

    		•
  • 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 : Program Evaluation and Review

    Program Evaluation and Review Technique (PERT) A) Developed by US Navy and a consulting firm in 1958 for the Polaris submarine project. B) Technique as for CPM method, but acti

    		•
  • Q : Problem on Model Checking Part (a).

    Part (a). Draw a state diagram for a car with the following state variables: D indicating whether the car is in drive; B indicating the brake pedal is depressed; G indicating the gas pedal is depressed; and M indicating whether the car is moving. (For example, the sta

    		•
  • Q : Simplified demonstration of Littles Law

    Simplified demonstration of Little’s Law:

    Q : Define Operational Analysis

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

    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 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

    		•