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1) Download a long set of daily S&P500 price data. Plot the data. What do you see?
2) Calculate daily net returns and plot them. What do you see? Hint : Net return is given by r(t) = p(t) - p(t-1) p(t-1)
3) Calculate the mean, standard deviation, skewness and kurtosis of returns.
4) Calculate the autocorrelation of the returns. What do you get and what does it tell you?
5) Calculate the autocorrelation of the absolute returns. What do you get and what does it tell you? Hint: Absolute return is given by | r(t) | = absolute value of net return
6) Calculate the 20-day returns. Calculate the mean, standard deviation, skewness and kurtosis of 20-day returns. What do you find? How does this compare to the results for the daily returns? Hint : 20-day returns are given by p(t) - p(t-20) p(t-20)
a firm has been experiencing low profitability in recent years. perform an analysis of the firms financial position
A firm has inventory of $11,000, accounts payable of 9,800, cash of 850, net fixed assets of 12,150, long term debt of 9,500, accounts receivable of 6,600, and total equity of 11,700. What is the common size percentage for the net fixed assets? Ho..
the federal reserve has decided that interest rates need to be increased to maintain low inflation in the economy. to
why ebit is generally considered to be independent of financial leverage? why might ebit actually be influenced by
Calculation of effective interest rate of foreign currency loan due to changes in exchange rates
Select one (1) of the following publically traded health care organizations: Universal Health Services (NYSE: UHS) or Health Management Associates (NYSE: HMA).
Which do you believe a firm in a weak financial condition could most easily obtain financing -- through a bank loan or financing through a lease? Why?
All of the estimates in the report seem correct. You note that the consultants used straight-line depreciation for the new equipment that will be purchased today (year 0), which is what the accounting department recommended. The report concludes that..
Patricia took out a loan for an expensive sports car. The total interest for the 34 month loan was $23,229. Find the interest which will be refunded if she pays the loan in full with 5 payments remaining.
By how much does the required return on the riskier stock exceed the required return on the less risky stock? Round your answer to two decimal places.
London purchased a piece of real estate last year for $81,400. The real estate is now worth $100,000. If London needs to have a total return of 0.20 during the year, then what is the dollar amount of income that she needed to have to reach her obje..
What amount of unrealized loss on these securities should be included in Klugman's stockholders' equity section of the balance sheet at December 31, 2008?
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