Calculate the return of share prices and market return from


Collect the data from "Yahoo Finance" and answer the following questions (using the instructions given below):

1. Collect the market price index (All Ordinaries), Share price for a company (as per instructions given in page 2) and display the data for two sub-periods separately in a table.

2. Calculate the return of share prices and market return (from market price index). Display the calculated returns along with the risk free rate of return (given in a separate excel file) in a table for two sub periods. Calculate and tabulate, and .

3. Calculate the mean, standard deviation, variance, coefficient of variation and correlation coefficient for and separately (for two sub-period) and comment on the result.

4. Estimate beta for your selected company for the two sub-periods.

5. Explain the value of beta that you have calculated.

6. Why the estimated value of beta is different for two sub-periods.

Instruction: Go to the Yahoo Finance Web page:

https://au.finance.yahoo.com/

1. On the left hand side enter Symbol or type the name of the Company and click "Look up".

The symbol will come up, otherwise see the list (excel file) of companies and you will find the symbol.

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Finance Basics: Calculate the return of share prices and market return from
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