--%>
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 : Sample Questions in Graphical Solution

    Solved problems in Graphical Solution Procedure, sample assignments and homework Questions: Minimize Z = 10x1 + 4x2 Subject to

  • 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 : 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 : Average think time Software monitor

    Software monitor data for an interactive system shows a CPU utilization of 75%, a 3 second CPU service demand, a response time of 15 seconds, and 10 active users. Determine the average think time of these users?

    		•
  • Q : Homework help on Human memory & SPSS

    Effect of Scopolamine on Human Memory: A Completely Randomized Three Treamtent Design (N = 28) Scopolamine is a sedative used to induce sle

    		•
  • Q : Define Operational Analysis

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

    Q : What is Interactive Response Time Law

    Interactive Response Time Law: • R = (L/X) - Z• Applies to closed systems.• Z is the think time. The time elapsed since&nb

    		•
  • 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 : 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 : Regression Analysis 1. A planning

    1. A planning official in the Texas Department of Community Affairs, which works in the office next to you, has a problem. He has been handed a data set from his boss that includes the costs involved in developing local land use plans for communities wi

    		•