Calculate the average monthly return and standard deviation

Assignment Help Applied Statistics

Reference no: EM132312928 , Length: word count : 500

Assignment

You prepare a report for the client, addressing the following questions:

Returns and standard deviations

Your team needs to provide the client with information on the returns and standard deviations of various foreign equity markets and compare these markets with each other and with the client's home equity market. Specifically, you should:

• Using the total return stock markets indices data, calculate the monthly returns for different markets in local currency.

• Calculate the average monthly return and standard deviation of each stock market for the total period and for shorter sub-periods.

• Calculate the returns of the various markets in terms of the client's home currency. In order to do this, you will need to convert each of the indices to the client's home currency using exchange rates in the provided spreadsheet.

• Annualize the average monthly return and the standard deviations in order to demonstrate the differences across markets and over different time periods to the client. (The standard deviation of the monthly returns can be annualized by multiplying the monthly standard deviation with the square root of 12.)

• Compare Sharpe ratios for different countries, both in local currency and in the home currency of the client. Discuss your findings.

Attachment:- Group Project.rar

Reference no: EM132312928

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Reviews

len2312928

5/28/2019 2:23:54 AM

have done the project on excel , I was wondering based on these reading can the expert do a write up of the first point , I don’t want a big write up, say around 500 words. Leave the last sub point of sharpe ratio. The first point had 5 sub points , no need to write about sharpe ratio , based on my excel sheet can it be done.

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