User Account

All Pages

Calculate historical var and parametric var

Assignment Help Business Management
Reference no: EM132840732

1a. Pick a stock. Collect one year (daily) of historical data. Calculate daily returns (percent) and P&Ls (dollar). Calculate mean, standatd deviation, skewness, and kurtosis of returns and P&Ls. Assume $1 million invested in the stock. Calculate 5% historical VaR and parametric VaR.

1b. Pick another stock. Repeat 1a. Compute the covariance between the two stocks (under return and P&L). Invest $500,000 in each stock (need to calculate how many shares bought for each stock). Calculate 5% historical VaR and parametric VaR.

Reference no: EM132840732

Questions Cloud

What would be your first nursing intervention : If Jamal shared with you a suicide plan that includes harming himself with a weapon, what would be your first nursing intervention?
Which statements is an implication of the capital asset : Which statements is an implication of the capital asset pricing model (CAPM)? New firm specific information affecting the expected returns on a firm shares.
What has most influenced how you see nursing : What do you think nursing is? What has most influenced how you see nursing? How do you react to shows that have nurses on them? How do you think this can.
How much will cost for the first year of tuition in years : If you now decided to invest annually instead, how much would you have to invest each year? What if you make investments monthly instead?
Calculate historical var and parametric var : Invest $500,000 in each stock (need to calculate how many shares bought for each stock). Calculate 5% historical VaR and parametric VaR.
What is the expected annual revenue for the store : The annual revenue will be $220,200 in a sizzling summer, with a probability of 0.3, What is the expected annual revenue for the store
How sensitive are your customers to changes in price : Briefly describe pricing P&G company. How does this compare to competitors, assuming competitors are at or near break-even point with their pricing
Explain the life cycle of supply chain : Diagram and explain the life cycle of a supply chain. Explain, and provide examples of, models organizations use to manage forecasting, planning and inventory
Which of statements about an information system is correct : Which of the statements about an information system is correct? An information system is a powerful tool to understand the usefulness.

Reviews

Write a Review

Business Management Questions & Answers

  Caselet on michael porter’s value chain management

The assignment in management is a two part assignment dealing 1.Theory of function of management. 2. Operations and Controlling.

  Mountain man brewing company

Mountain Man Brewing, a family owned business where Chris Prangel, the son of the president joins. Due to increase in the preference for light beer drinkers, Chris Prangel wants to introduce light beer version in Mountain Man. An analysis into the la..

  Mountain man brewing company

Mountain Man Brewing, a family owned business where Chris Prangel, the son of the president joins. An analysis into the launch of Mountain Man Light over the present Mountain Man Lager.

  Analysis of the case using the doing ethics technique

Analysis of the case using the Doing Ethics Technique (DET). Analysis of the ethical issue(s) from the perspective of an ICT professional, using the ACS Code of  Conduct and properly relating clauses from the ACS Code of Conduct to the ethical issue.

  Affiliations and partnerships

Affiliations and partnerships are frequently used to reach a larger local audience? Which options stand to avail for the Hotel manager and what problems do these pose.

  Innovation-friendly regulations

What influence (if any) can organizations exercise to encourage ‘innovation-friendly' regulations?

  Effect of regional and corporate cultural issues

Present your findings as a group powerpoint with an audio file. In addition individually write up your own conclusions as to the effects of regional cultural issues on the corporate organisational culture of this multinational company as it conducts ..

  Structure of business plan

This assignment shows a structure of business plan. The task is to write a business plane about a Diet Shop.

  Identify the purposes of different types of organisations

Identify the purposes of different types of organisations.

  Entrepreneur case study for analysis

Entrepreneur Case Study for Analysis. Analyze Robin Wolaner's suitability to be an entrepreneur

  Forecasting and business analysis

This problem requires you to apply your cross-sectional analysis skills to a real cross-sectional data set with the goal of answering a specific research question.

  Educational instructional leadership

Prepare a major handout on the key principles of instructional leadership

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!

Submit Assignment

Academics

Major Subjects

Majors

Get In Touch

whatsapp: +1-415-670-9521

Phone: +1-415-670-9521

Email: [email protected]

TERMS & POLICIES

HELP & SUPPORT

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