calculate the AVERAGE monthly return and standard deviation of the following stock. Based on the results to
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Question:
calculate the AVERAGE monthly return and standard deviation of the following stock. Based on the results to forecast the expected future return at a 95% confidence interval for the estimate.
Please provide the result using Excel and show its formula
The following is a summary of the base data
Date | Price | Dividend |
7/1/2019 | 71.16 | |
6/1/2019 | 70.03 | |
5/1/2019 | 62.15 | 0.45 |
4/1/2019 | 70.7 | |
3/1/2019 | 62.22 | |
2/1/2019 | 63.98 | 0.45 |
1/1/2019 | 64.46 | |
12/1/2018 | 52.06 | |
11/1/2018 | 64.79 | 0.45 |
10/1/2018 | 65.46 | |
9/1/2018 | 71.74 | |
8/1/2018 | 71.24 | 0.45 |
7/1/2018 | 71.89 | |
6/1/2018 | 66.92 | |
5/1/2018 | 66.69 | 0.32 |
4/1/2018 | 68.27 | |
3/1/2018 | 67.5 | |
2/1/2018 | 75.49 | 0.32 |
1/1/2018 | 78.48 | |
12/1/2017 | 74.41 | |
11/1/2017 | 75.5 | 0.32 |
10/1/2017 | 73.5 | |
9/1/2017 | 72.74 | |
8/1/2017 | 68.03 | 0.32 |
7/1/2017 | 68.45 | |
6/1/2017 | 66.88 | |
5/1/2017 | 60.54 | 0.16 |
4/1/2017 | 59.12 | |
3/1/2017 | 59.82 | |
2/1/2017 | 59.81 | 0.16 |
1/1/2017 | 55.83 | |
12/1/2016 | 59.43 | |
11/1/2016 | 56.39 | 0.16 |
10/1/2016 | 49.15 | |
9/1/2016 | 47.23 | |
8/1/2016 | 47.74 | 0.16 |
7/1/2016 | 43.81 | |
6/1/2016 | 42.39 | |
5/1/2016 | 46.57 | 0.05 |
4/1/2016 | 46.28 | |
3/1/2016 | 41.75 | |
2/1/2016 | 38.85 | 0.05 |
1/1/2016 | 42.58 | |
12/1/2015 | 51.75 | |
11/1/2015 | 54.09 | 0.05 |
10/1/2015 | 53.17 | |
9/1/2015 | 49.61 | |
8/1/2015 | 53.48 | 0.05 |
7/1/2015 | 58.46 | |
6/1/2015 | 55.24 | |
5/1/2015 | 54.08 | 0.05 |
4/1/2015 | 53.32 | |
3/1/2015 | 51.52 | |
2/1/2015 | 52.42 | 0.01 |
1/1/2015 | 46.95 | |
12/1/2014 | 54.11 | |
11/1/2014 | 53.97 | 0.01 |
10/1/2014 | 53.53 | |
9/1/2014 | 51.82 | |
8/1/2014 | 51.65 | 0.01 |
7/1/2014 | 48.91 |
Related Book For
Foundations of Finance The Logic and Practice of Financial Management
ISBN: 978-0132994873
8th edition
Authors: Arthur J. Keown, John D. Martin, J. William Petty
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