Gather any stock monthly prices from any source

Assignment Help Financial Management
Reference no: EM131972854

(Regression/ Security Market Line) Gather any stock’s monthly prices from any source, e.g., Yahoo Finance and Bloomberg Terminal. (Ignore dividends issues, for simplicity.) Do a regression analysis of r your stock = a+ Br sP 500 where r your stock and r sP500 are logged returns of your stock and SP500. Include the coefficients, their t-statistics, and R-squared. In addition, draw a chart and write a regression equation and R-squared on the chart.

Reference no: EM131972854

Questions Cloud

Comprehensive example-calculate gross income : Comprehensive Example. Calculate Gross Income using the following information: Salary $ 85,000.00 Savings Accounting Interest Income $ 200.00
How much amount of time will reduce : You have some extra cash this month and you are considering putting it toward your car loan. Your interest rate is 6.6%, your loan payments are $608 per month.
What is broad street parade corporation wacc : If the market risk premium is 7 percent, risk free rate is 3 percent and appropriate tax rate is 15 percent, what is Broad Street Parade Corporation’s WACC?
How is bond portfolio immunization achieved : Explain the principle of immunization when used with a bond portfolio. What is bond portfolio immunization attempting to achieve?
Gather any stock monthly prices from any source : Regression/ Security Market Line) Gather any stock’s monthly prices from any source, e.g., Yahoo Finance and Bloomberg Terminal.
What are derivateives guidelines and who are the user : What are the Derivateives guidelines and who are the user?
Differences in covered interest and triangular arbitrage : Explain the differences between covered interest arbitrage, inter market arbitrage, and triangular arbitrage, and how the cycle of investments.
Firm may have with market and non-market stakeholders : Please compare and contrast the relationships that a firm may have with market and non-market stakeholders.
What is political risk : Explain why a nominal increase in an exchange rate that leaves the point may still have an impact on the profit margins of a MNC. What is political risk?

Reviews

Write a Review

Financial Management Questions & Answers

  Buyer of a call option is allowed to borrow through margin

The percentage of the premium that the buyer of a call option is allowed to borrow through margin is

  Cost of equity capital with the new capital structure

The company has zero debt in its capital structure. Its overall cost of capital is 9%. The firm is considering a new capital structure with 50% debt. The interest rate on the debt would be 4%. Assuming that the corporate tax rate is 34%, what would b..

  What is fletchers expected stock

what is Fletcher's expected stock price 5 years from now?

  Determining optimal number of hypodermic needles

Would like to reduce its inventory cost by determining optimal number of hypodermic needles to obtain per order.

  The efficient market hypothesis supports

The efficient market hypothesis supports which one of these statements?

  Should the couple invest in land and blueberry business

Fred and Frieda have always wanted to enter the blueberry business. They locate a 50- acre piece of hillside in Maine that is covered with blueberry bushes. Assume that the land can be sold for only $50,000 at the end of 20 years (a capital loss of $..

  Retirement savings account at fixed rate

A year ago you deposited $40,000 into a retirement savings account at a fixed rate of 5.5 percent.

  Cash budget-target cash balance

Cash budget; target cash balance. Transactions balances; compensating balances; precautionary balances. Trade discounts

  Planning to study abroad in italy next spring

You are planning to study abroad in Italy next Spring and need to purchase 10,000 Euros with U.S. dollars.

  Affect the demand for stocks

Consider the prevailing conditions that could affect the demand for stocks, including inflation, the economy, the budget deficit, national debt, and the Fed’s monetary policy, political conditions, and the general mood of investors.

  Implied default probability-what is the recovery rate

If the implied default probability on a 1-year credit default swap is 39.35%, and the swap spread is 750 bps. what is the recovery rate?

  What is meant by risk aggregation and risk decomposition

What is meant by risk aggregation and risk decomposition? Which requires an in-depth understanding of individual risks? Which requires a detailed knowledge of the correlations between risks?

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!

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