Download the monthly returns for freddie mac from crsp

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Reference no: EM13579219

Analyze the monthly returns for Freddie Mac since August 1, 1989.

Step 1: Download the monthly returns for Freddie Mac from CRSP since August 1, 1989. Make sure you include price, high, low, share volume, return, value-weight return of all stocks with dividends, equal-weight return of all stocks with dividends and the return on the S&P 500 index (Hint: Freddie Mac is listed as Federal Home Loan Mortgage Corp in CRSP).

Step 2: Describe and analyze the monthly returns using Stata's statistical and graphics capabilities.

Step 3: Provide a brief write-up of your analysis. Be sure to include any tables and charts in your report. Items to address in the summary statistics include count, measures of central tendency and measures of dispersion and any other pertinent information that helps describe the data. Over what period does the data cover? Are there any missing values for return? If so why? When did the min and max occur? What events occurred in these months that may have caused such an extreme performance in the stock's return?

Reference no: EM13579219

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