Reference no: EM131301688
The assignment of this project can be performed within a group of no more than five students. You have the choice to do the project by yourself. You are advised to use the excel.
1. Pick one stock listed in the UAE of your choice and gather weekly closing price and dividend information using the Dubai Financial Market or Abu Dhabi Securities Exchange from the period of January 2015 to December 2015.
2. You need to obtain holding weekly return for market index (General Index (ADI)) from January 2015 to December 2015.
3. By using the general index weekly return as an interest rate for discounting, find the present value of the stock in January 2015.
4. Draw the return frequency distribution for the stock and the general index. Is the stock riskier than the general index? What is the standard deviation for the stock and the general index?
5. Find the CAPM beta for each stock by running a regression between weekly return for the stock and general index return.
6. Find the coefficient of variation of the stock
7. Pick another stock listed in the UAE and draw the return frequency distribution and compare it with the distribution of the first stock.
8. Create a portfolio by investing equally in the two stocks. Draw the frequency distribution of the weekly return of your portfolio. Compare between the return distribution of the portfolio and each stock.
|
What is the function of the pad field
: Describe differential Manchester coding and its application to baseband LAN transmission. Compare it to conventional NRZ.
|
|
Define the fundamental security design principles
: 1. List and briefly define the fundamental security design principles. 2. Describe the risk analysis approach and the steps in a detailed or formal risk analysis.
|
|
What is an installment payments settlement
: What is an installment payments settlement? When would an insured individual choose this option?- What is the interest payments option? How does it differ from the installment payments option?
|
|
What characteristics of the internet could facilitate
: Is it possible for the Internet to constitute a new public sphere that provides access to U.S. and global publics to both produce as well as receive news from differing perspectives? What characteristics of the Internet could facilitate such an ou..
|
|
Find the coefficient of variation of the stock
: Find the CAPM beta for each stock by running a regression between weekly return for the stock and general index return. Find the coefficient of variation of the stock
|
|
Is the system transient stable or not
: Carry out the Euler algorithm for 20 seconds into the post-fault period assuming an integration step size of one millisecond. Is the system transient stable or not'?
|
|
What is the function of lan repeaters
: Discuss routers in light of bridges ? What is the function of a hub? An "intelligent" hub? A switching hub? Differentiate "store-and-forward" from "cut-through" switches.
|
|
How much insurance should nancy purchase
: Using the income method, Nancy calculates she will need to purchase about eight times her disposable income in life insurance to meet her needs. How much insurance should Nancy purchase?
|
|
Differentiate lan routers with lan switches
: Why might an oversized buffer be recommended in a LAN switch? Differentiate LAN routers with LAN switches ? Give one specific environment where WLANs are attractive.
|