Description Please calculate the historic decile statistics: I have attached the excel sheet which needs to be filled out i. average return (remember to divide the average by 100 to convert to decimal) ii. variance iii. standard deviation iv. compound return In the excel sheet comment on your findings. What do you find? How do…
Description Please calculate the quintile returns, using the Excel file above, for: i. Average value weighted b/m returns (calculate the average return for the period 1980 through 2020) ii. average equal-weighted b/m returns (calculate the average return for the period 1980 through 2020) Find the average for the same period (calculate the average BE/MV for…
Description Review using the article review form and upload the review on Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends? recall answers are to be in your words, I.e., no cut and paste. 🙂
Description Using the attached data sheet on the book to market returns graph the returns by Decile. Be sure to calculate the average annual returns then graph. What do you find? Enclose your commentary in the excel file and upload,
Description Review using the article review form and upload the review. Use the template. recall answers are to be in your words, I.e., no cut and paste. 🙂
Description Review The Relationship between Returns and Market Value of Common Stocks, Rolf Banz JFE 1981 using the review form, recall answers are to be in your words, I.e., no cut and paste. 🙂
Description Project 1: Beta and Return. The objectives of this exercise: To access and download stock and index price data from yahoo.com. To discern the difference between a real-time closing price and an adjusted closing price. To discover how yahoo.com calculates beta for an individual stock. To replicate the yahoo.com calculation for four firms in…
Description The objectives of this exercise: To perform multiple regression with real financial data. To estimate the Fama – French 3-factor model for a list of four stocks and interpret the regression output. To discern whether individual stocks are small, mid, or large-cap and value, neutral, or growth. Learning Outcomes: Students should be able to:…
Description Assignment: Answer the following questions. The Sharpe and Treynor performance measures both calculate a portfolio’s average excess return per unit of risk. Under what circumstances would it make sense to use both measures to compare the performance of a given set of portfolios? What additional information is provided by a comparison of the rankings…
Description Please use the provided Answer sheet for your submission: Sample solution: THE FIRST TWO FILES Please complete this problem set #3 More on Covariance, Correlation, Stdev, variance, and firm-specific risk, and upload your Excel file answer sheet provided- THE THIRD FILE See the attached doc file for the full assignment Problem Set #3: Fall…