Calculate Rm (market return from market price index) and Rj (return of share prices). Date PERIOD 1

Calculate Rm (market return from market price index) and Rj (return of share prices).

 

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Date PERIOD 1 AORD R company m m Feb-14 5403 0.008 0.3370 Mar-14 5470.8 0.008 0.3354 Apr-14 5473.8 0.008 0.3298 May-14 5382 0.005 0.3097 Jun-14 5623.1 0.005 0.3032 Jul-14 5624.6 0.005 0.2847 Aug-14 5296.8 0.005 0.2798 Sep-14 5505 0.004 0.2911 Oct-14 5298.1 0.004 0.2725 Nov-14 5388.6 0.004 0.2677 Dec-14 5551.6 0.004 0.2434 Jan-15 5898.5 0.004 0.2174 Feb-15 5861.9 0.004 0.206 Mar-15 5773.7 0.004 0.2044 Apr-15 5774.9 0.004 0.1986 May-15 5451.2 0.003 0.2369 Jun-15 5681.7 0.003 0.245 Jul-15 5222.1 0.003 0.2385 Aug-15 5058.6 0.005 0.2239 Sep-15 5288.6 0.006 0.2223 Oct-15 5218.2 0.005 0.2158 Nov-15 5344.6 0.005 0.2345 Dec-15 5056.6 0.005 0.2345 Jan-16 4947.9 0.004 0.2247 Feb-16 5151.8 0.004 0.2044 Average Standard deviation Variance Correlation coefficient Beta Date PERIOD 1 AORD R company m m Feb-14 5403 0.008 0.3370 Mar-14 5470.8 0.008 0.3354 Apr-14 5473.8 0.008 0.3298 May-14 5382 0.005 0.3097 Jun-14 5623.1 0.005 0.3032 Jul-14 5624.6 0.005 0.2847 Aug-14 5296.8 0.005 0.2798 Sep-14 5505 0.004 0.2911 Oct-14 5298.1 0.004 0.2725 Nov-14 5388.6 0.004 0.2677 Dec-14 5551.6 0.004 0.2434 Jan-15 5898.5 0.004 0.2174 Feb-15 5861.9 0.004 0.206 Mar-15 5773.7 0.004 0.2044 Apr-15 5774.9 0.004 0.1986 May-15 5451.2 0.003 0.2369 Jun-15 5681.7 0.003 0.245 Jul-15 5222.1 0.003 0.2385 Aug-15 5058.6 0.005 0.2239 Sep-15 5288.6 0.006 0.2223 Oct-15 5218.2 0.005 0.2158 Nov-15 5344.6 0.005 0.2345 Dec-15 5056.6 0.005 0.2345 Jan-16 4947.9 0.004 0.2247 Feb-16 5151.8 0.004 0.2044 Average Standard deviation Variance Correlation coefficient Beta