Already have an account? Get multiple benefits of using own account!
Login in your account..!
Remember me
Don't have an account? Create your account in less than a minutes,
Forgot password? how can I recover my password now!
Enter right registered email to receive password!
Simple Linear Regression
One calculate of the risk or volatility of an individual stock is the standard deviation of the total return (capital appreciation plus dividends) over various periods of time. Although the standard deviation is simple to compute, it does not take into account the extent to which the price of a given stock varies as a function of a standard market index, such as the S&P 500.As a result, more financial analysts prefer to use another measure of risk referred to as beta. Betas for individual stocks are determined by simple linear regression. The dependent variable is the total return for the stock and the independent variable is the total return for the stock market.* For this case problem we will use the S&P 500 index as the measure of the total return for the stock market, and an estimated regression equation will be developed using monthly data. You have been assigned to examine the risk characteristics of these stocks. List a report that contains but is not limited to the following items. a. Compute descriptive statistics for every stock and the S&P 500. Comment on your results. Which stocks are the most volatile?
b. Compute the value of beta for every stock. Which of these stocks would you expect to perform best in an up market? Which would you expect to hold their value best in adown market?
c. Comment on how much of the return for the individual stocks is detailed by the market.
Other Measures of Dispersion In this section, we look at relatively less used measures of dispersion like fractiles, deciles, percentiles, quartiles, interquartile range and f
Linear Programming
Correlation The board of directors of Bata Company is faced with the problem of estimating what the annual sales might be in a shop to be opened in Bagpur where Bata has not op
Replacement times for CD players are normally distributed with a mean of 7.1 years and standard deviation of 1.4years. Find the probability that a randomly selected CD player will
Correlation Analysis Correlation Analysis is performed to measure the degree of association between two variables. The measure is called coefficient of correlation. The coeffic
find the average rate of increase in population which in the first decade has increased 20%.in the second 25% and in the third 44%
Weighted Arithmetic Mean Another aspect to be considered is the importance we assign to each observation. The arithmetic mean as we calculated it so far gives equal
Differentiate between prediction, projection and forecasting.
The Null Hypothesis - H0: The random errors will be normally distributed The Alternative Hypothesis - H1: The random errors are not normally distributed Reject H0: when P-v
Having 11 numbered balls -0 to 10 -into a basket and have 6 spaces to be numbered with the balls selected in each 6 chances and it returned it back to the basket each time. Chanc
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!
whatsapp: +1-415-670-9521
Phone: +1-415-670-9521
Email: [email protected]
All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd