Calculate the return of share prices and market return

Assignment Help Corporate Finance
Reference no: EM131446458

Assessment: Report

Q1. Collect the data from "Yahoo Finance" and answer the following questions (using the instructions given below):

• 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.

• 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.

• Calculate the mean, standard deviation, variance, coefficient of variation and correlation coefficient for and separately (for two sub-period) and comment on the result. (1+ marks, 1 for calculation 2 for the comment)

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

• Explain the value of beta that you have calculated.

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

(Note: The assessment should be typed, printed and submitted)

Instructions for assessment:

Data collection from Yahoo Finance:

• Go to the Yahoo Finance Web page:

• On the left hand side enter Symbol or type the name of the Company and click "Look up". For example: Medibank Private. The symbol will come up, otherwise see the list (excel file) of companies and you will find the symbol.

• Click "Historical Prices" icon.

• Next, Click "Monthly data" icon.

• Set Data Range: Start date: February, 2013 and end date: January, 2016.

• Click, "Get Prices"

• In the bottom of the page click, "Download to Spreadsheet". Therefore, download the data and save.

• Keep only "Date" and the "Adj Close". This will be the share price for your selected firm. (Please ignore the dividend paid. That is, delete dividend for each period)

• Follow the same steps from 1. And collect the data for the same period for "All Ordinaries". This will be your market index.

• Follow the lecture note and divide the data for two sub-periods: a) Feb, 2013 to July, 2014 and b) Aug, 2014 to January, 2016.

• Risk free rate of interest is given in the assignment.

• Students are allowed to use Microsoft excel or calculator for this assessment.

Reference no: EM131446458

Previous Q& A

  Difference between project and program management

Describe the difference between project management and program management.

  What are the noneconomic effects of unemployment

What month (and year) is summarized? What was the unemployment rate for that month? How does that rate compare with the rate in the previous month?What were the unemployment rates for adult women, teenagers, blacks, Hispanics, and whites? How did ..

  Benefits and risks in provision of healthcare

Primary care and secondary care are both provided in an outpatient setting, mostly in a doctor's office. What are the benefits and risks in provision of healthcare?

  What are some of formal and informal role for given position

Why is there a difference between these two situations? Choose a specific job held by an IT professional. What are some of the formal and informal roles for this position?

  Differences in care

Write a 2-3 page paper which incorporates examples of primary, secondary, and tertiary care. Include in the paper an example of a patient who would receive services at the different types of institutions.

  Analyze issues involved in job design and resource planning

You are the HR manager for a small retail company that sells a high volume of products over the Internet. Your company is growing rapidly due to increased Internet sales. Your company prides itself on providing high-quality products and services...

  Appear when you view the page in a browser

What might be going wrong if your images don't appear when you view the page in a browser? There are three possible explanations.

  Briefly describe the sdlc

Briefly summarize how the phases of the traditional SDLC are similar to or different from the phases of the modified life-cycle approach in support of the cost comparisons shown in Figure.

  Write a comprehensive report

Write a comprehensive report regarding the healthcare providers in country of your choice - How do they learn about the jobs and/or post job openings;

  Explore in detail one of the statistical approaches

you will explore in detail one of the statistical approaches to research discussed in the course, applying it in the context of a specific application or methodological study. This will help you gain a deeper understanding of your chosen topic as ..

Reviews

Write a Review

 

Similar Q& A

  Aconsider a company that operates in a world with perfect

aconsider a company that operates in a world with perfect capital markets including no taxation and is financed

  1 the approved budget for 1997 reduced government spending

1. the approved budget for 1997 reduced government spending in housing and urban development health and human service

  Find the expected market price after repurchase

Multiple choice questions on Market price and Stocks - Find the expected market price after repurchase?

  Problemyou have the chance to participate in three projects

problemyou have the chance to participate in three projects that produce the following cash flows c1 is the cash flow

  Capital risks associated with doing business in china

Determine the political, economic, social, and capital risks associated with doing business in China. What are the most important factors to consider? Why?

  Executive share option scheme

what difference would it make to the cost of the option if the executive were able to change the firm's dividend policy so as to stop the firm from paying out any dividends during the term of the option

  What value does the budgeting process provide

What value does the budgeting process provide to today's modern healthcare organization and why is strategic planning process an important part of healthcare organizations overall management needs?

  Write report which compare financial position of two company

Write a report which compares and contrasts the financial position/performance of the two companies. The report should conclude by judging whether these stocks satisfy Lincoln's investment criteria.

  Compute the net incremental cash flows

Using the financial information presented in the memo above, you need to compute the net incremental cash flows for each period in order to compute an NPV for this project.

  How foreign exchange futures contracts can be used

Explain how foreign exchange futures contracts can be used to reduce exchange rate risk. - Is there exchange rate risk under both fixed and flexible exchange rate systems? Explain.

  Career plan in accounting & finance management

I must develop a career plan. My selected career is in Accounting & Finance Management. I would like a sample career plan relating to Accounting and Finance.

  A firm with an aa-rating plans to issue one million shares

a firm with an aa-rating plans to issue one million shares of a 4 year-10 bond with face value 100. after the financial

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd