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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. Do the correlation matrix table. B. Which variable (s) has the largest correlation coeffieient which is not a perfect correlation? C. Which variable (s) has the s
The total number of overtime hours (in 1000s) worked in a large steel mill was recorded for 16 quarters, as shown below. Year Quarter Overtime hour
Bernoulli's Theorem If a trial of an experiment can result in success with probability p and failure with probability q (i.e.1-p) the probability of exactly r success in n tri
The box plot displays the diversity of data for the income; the data ranges from 20 being the minimum value and 1110 being the maximum value. The box plot is positively skewed at 4
Weighted Arithmetic Mean Another aspect to be considered is the importance we assign to each observation. The arithmetic mean as we calculated it so far gives equal
You want to know the thoughts of air travelers in fields such as tickets, comffort, safety, securuty, services and economic growth. You are given a database and 20 questions to ask
Examples of grouped, simple and frequency distribution data
Motion Picture Industry (95 Points) The motion picture industry is a competitive business. More than 50 studios produce a total of 300 to 400 new motion pictures each year, and t
Year Production 2006 8 2007 6 2008 10 2009 12 2010 11 2011 15 2012 14 2013 16 Determine the trend from data given above?
Read the following data on the economy of Angoia and answer/respond to the questions/instructions that follow. Unless otherwise stated, the monetary figures are in real billions o
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