Estimate the stock beta for company

Reference no: EM132002364

(i) Estimate the stock beta for a company. Select a publicly traded company (preferably large firms) and download the monthly closing prices for 5 years into Excel. Choose a market index (e.g. S&P 500) and download the monthly closing values for 5 years into Excel. Calculate the monthly returns for the selected company and the market index. Using the regression function in Excel, regress the stock return on the market index return.

(ii) Compare and contrast the stock beta you estimated with two other sources (e.g. Yahoo! Finance, CNBC, etc.).

Reference no: EM132002364

Questions Cloud

Difference between extrinsic and intrinsic motivation : Discuss the difference between extrinsic and intrinsic motivation - Use examples from your own working life and/or personal experience

Explain the main components of the case : Explain the main components of the case and state applicable federal, state, or local employment law. Discuss whether you agree or disagree.

One potential defensive strategy would be : If you expect a stock market downturn, one potential defensive strategy would be to

What is an entity : In Databases, what is an entity? What are some entity instances? Please give an example of both, an entity and an entity instance.

Estimate the stock beta for company : Estimate the stock beta for a company. Select a publicly traded company (preferably large firms) and download the monthly closing prices for 5 years into Excel.

Explain how systems theory can help administrators : Explain how systems theory can help administrators understand the relationships between human services organizations and their environments.

Create a minimum strategic objectives summary : Develop the strategic objectives for your new division of the existing business in a balanced scorecard format in the context of key trends, assumptions.

What is the cost of implementing straddle strategy : What is the cost of implementing the straddle strategy at the start of the first year using options with the strike price of $51?

Eliminate misconceptions surrounding evidence-based practice : The first steps toward narrowing the gap between research and practice are recognizing that one exists and educating oneself and others.

User Account

All Pages