Already have an account? Get multiple benefits of using own account!
Login in your account..!
Remember me
Don't have an account? Create your account in less than a minutes,
Forgot password? how can I recover my password now!
Enter right registered email to receive password!
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.
who invented the chi square test and why? what is central chi square and non central chi square test? what is distribution free statistics? what are the conditions when the chi squ
(1) What values can the response variable Y take in logistic regression, and hence what statistical distribution does Y follow? The response variable can take the value of either
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
Canonical correlation analysis (CC) allows the investigation of the relationship between two ,sets of variables. For example, a sociologist may want to investigate the Relationship
Ask question From the household budget survey of 1980 of the Dutch Central Bureau of Statistics, J. S. Cramer obtained the following logit model based on a sample of 2820 househol
fixed capacitor and variable capacitor
Variance The term variance was used to describe the square of the standard deviation by R.A.Fisher. The concept of variance is highly important in areas where it is possible to
Linear Regression Generally, in two mutually related statistical series, the regression analysis based on graphic method. Under graphic method the values of X and Y variable
a) List down several measures of central tendency and define the difference among them? b) What do you mean by confidence interval, and why it is useful? What is a confidence lev
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
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!
whatsapp: +91-977-207-8620
Phone: +91-977-207-8620
Email: [email protected]
All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd