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Simple Linear Regression
One calculate of the risk or volatility of an individual stock is the standard deviation of the total return (capital appreciation plus dividends) over various periods of time. Although the standard deviation is simple to compute, it does not take into account the extent to which the price of a given stock varies as a function of a standard market index, such as the S&P 500.As a result, more financial analysts prefer to use another measure of risk referred to as beta. Betas for individual stocks are determined by simple linear regression. The dependent variable is the total return for the stock and the independent variable is the total return for the stock market.* For this case problem we will use the S&P 500 index as the measure of the total return for the stock market, and an estimated regression equation will be developed using monthly data. You have been assigned to examine the risk characteristics of these stocks. List a report that contains but is not limited to the following items. a. Compute descriptive statistics for every stock and the S&P 500. Comment on your results. Which stocks are the most volatile?
b. Compute the value of beta for every stock. Which of these stocks would you expect to perform best in an up market? Which would you expect to hold their value best in adown market?
c. Comment on how much of the return for the individual stocks is detailed by the market.
A monopolist firm''s demand curve is given by P:100-2q. (a) Find its marginal revenue function.
For the data analysis project, you will address some questions that interest you with the statistical methodology we are learning in class. You choose the questions; you decide h
Select and generate your assignment portfolio. The S&P/ASX 200 index is comprised of several sub-indices, including the following: 0) XPJ: The S&P/ASX 200 A-REIT Index 1) XDJ
Random Sampling Method In this method the units are selected in such a way that every item in the whole universe has an equal chance of being included. In the words of croxton
There are two types of drivers, high-risk drivers with an accident probability of 2=3 and low risk drivers with an accident probability of 1=3. In case of an accident the driver su
how can i use continuous frailty in multi state models?
You are interested in testing the distance of two golf balls, Brand A and Brand B. You take a random sample of 100 golfers, each of whom hits Brand A once and Brand B once. Define
limitations of time series analysis
types of sampling method
Explain the characteristics of business forecasting.
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