Looking at the average monthly return and standard deviation of your first stock, compute a 95% prediction
Fantastic news! We've Found the answer you've been seeking!
Question:
Looking at the average monthly return and standard deviation of your first stock, compute a 95% prediction interval and interpret your answer.
Transcribed Image Text:
73 74 75 76 81 82 77 78 70 71 72 68 69 67 66 64 63 65 62 53 57 58 59 60 61 52 54 55 56 Paste E71 79 80 Q5.1 and Q.5.2 Q3 and Q4 All parts A Ready 7 F Beta FMG Report FMG ΑΖΙ Market index Calibri (Body) B IU B- fx @ € B -1-1-- 1/10/21 1/11/21 1/12/21 1/1/22 1/2/22 1/3/22 1/4/22 1/5/22 1/6/22 1/7/22 1/8/22 V 383 F2 Formula O C V 16 Monthly returns 111-I f # 12.3513 15.0822 17.0329 17.6181 16.0930 19.2066 20.1084 18.6953 16.2968 17.0498 17.1242 Beta using data analysis 3.56% 0.16% 0.47% 0.94549914 Ch M F3 ✓ A^ A V Av Variance + D ||||||| = ---- 3.1822 3.1822 3.2955 3.3239 3.3050 3.5882 3.9188 3.9091 3.6951 3.9091 3.6271 ■ 0.0150 0.0032 0.0021 888 0000 | ≤ E 7323.7000 7256.0000 7444.6000 6971.6000 7049.1000 7499.6000 7435.0000 7211.2000 6568.1000 6945.2000 7114.5000 Standard deviation Average returns 0.09326152 0.05114509 30 F5 F Covariance Number $ % 9 ♥ 3.60% 22.11% 12.93% 3.44% -8.66% 19.35% 4.70% -7.03% -12.83% 4.62% 0.44% 3.56% 0.16% 0.47% Between the two stocks Correlation 0.0010 Between Stock and market index Covariance F6 MacBook G 0.00 .00 ➜.0 -11.08% 0.00% 3.56% 0.86% -0.57% 8.57% 9.21% -0.25% -5.47% 5.79% -7.21% 0.0019 0.0013 0.1482 Correlation Conditional Format Cell Formatting as Table Styles 3 A D H V DI WALATRACE 2 ♥ 0.3504 0.5009 -0.12% -0.92% 2.60% -6.35% 1.11% 6.39% -0.86% -3.01% -8.92% 5.74% 2.44% Z W Do you want to install the Delete v Format v K X L < > РЕ 73 74 75 76 81 82 77 78 70 71 72 68 69 67 66 64 63 65 62 53 57 58 59 60 61 52 54 55 56 Paste E71 79 80 Q5.1 and Q.5.2 Q3 and Q4 All parts A Ready 7 F Beta FMG Report FMG ΑΖΙ Market index Calibri (Body) B IU B- fx @ € B -1-1-- 1/10/21 1/11/21 1/12/21 1/1/22 1/2/22 1/3/22 1/4/22 1/5/22 1/6/22 1/7/22 1/8/22 V 383 F2 Formula O C V 16 Monthly returns 111-I f # 12.3513 15.0822 17.0329 17.6181 16.0930 19.2066 20.1084 18.6953 16.2968 17.0498 17.1242 Beta using data analysis 3.56% 0.16% 0.47% 0.94549914 Ch M F3 ✓ A^ A V Av Variance + D ||||||| = ---- 3.1822 3.1822 3.2955 3.3239 3.3050 3.5882 3.9188 3.9091 3.6951 3.9091 3.6271 ■ 0.0150 0.0032 0.0021 888 0000 | ≤ E 7323.7000 7256.0000 7444.6000 6971.6000 7049.1000 7499.6000 7435.0000 7211.2000 6568.1000 6945.2000 7114.5000 Standard deviation Average returns 0.09326152 0.05114509 30 F5 F Covariance Number $ % 9 ♥ 3.60% 22.11% 12.93% 3.44% -8.66% 19.35% 4.70% -7.03% -12.83% 4.62% 0.44% 3.56% 0.16% 0.47% Between the two stocks Correlation 0.0010 Between Stock and market index Covariance F6 MacBook G 0.00 .00 ➜.0 -11.08% 0.00% 3.56% 0.86% -0.57% 8.57% 9.21% -0.25% -5.47% 5.79% -7.21% 0.0019 0.0013 0.1482 Correlation Conditional Format Cell Formatting as Table Styles 3 A D H V DI WALATRACE 2 ♥ 0.3504 0.5009 -0.12% -0.92% 2.60% -6.35% 1.11% 6.39% -0.86% -3.01% -8.92% 5.74% 2.44% Z W Do you want to install the Delete v Format v K X L < > РЕ
Expert Answer:
Answer rating: 100% (QA)
Based on the data in the spreadsheet the average monthly return for the firs... View the full answer
Related Book For
Posted Date:
Students also viewed these finance questions
-
A government agency pays research contractors a fee to cover overhead costs, over and above the direct costs of a research project. Although overhead costs vary considerably among contracts, they are...
-
Ayayai Company prepares its statement of cash flows using the direct method for operating activities. For the year ended December 31, 2024, Ayayai Company reports the following: Sales on account...
-
Suppose a product can be produced using virgin ore at a marginal cost given by MC 1 = 0. 5q 1 and with recycled materials at a marginal cost given by MC 2 = 5 + 0. 1q 2 . (a) If the inverse demand...
-
Find the following for a q-curve with parameters = 9 and = 30. a. The q-value having area 0.01 to its right b. q0.05
-
Two wires stretch from the top T of a vertical pole to points B and C on the ground, where C is 10 m closer to the base of the pole than is B. If wire BT makes an angle of 35 with the horizontal and...
-
XCBob, Inc. is an online motorcycle and ATV parts business from the owners home. XCBob entered into oral agreements with the defendant, Ed Tucker Distributers, for purchases of various materials to...
-
Brecker Company leases an automobile with a fair value of $10,906 from Emporia Motors, Inc., on the following terms: 1. Non-cancelable term of 50 months. 2. Rental of $250 per month (at end of each...
-
As an International Business Strategist advise on how Porter's Diamond is a useful concept in explaining home and host location strategies in International Business? Your answer should make reference...
-
Henriksen AS manufactures and sells packaging machines. It recently used an activity based approach to refine the job-costing system at its Vejle plant. The resulting job-costing system has one...
-
4. An Armstrong number is an n-digit number that equals the sum of the n" power of its digits. For example 153 is a three-digit number where the sum of the cubes of the individual digits (1 + 125...
-
Find the x-intercept of the following line. y=-(9)/(4)x-1 Leave coordinates as fractions, if necessary. Give your answer as an ordered pair (a,b).
-
Federal law requires banks to report to the government all currency transactions that exceed $10,000. Which type of crime is this intended to prevent?
-
ScotiabankExecuting Strategy Globally Scotiabank is a multinational financial services provider and one of Canada's most international banks. Established in 1832 in Halifax, Scotiabank offers a broad...
-
Exponentially Smoothed Series (a = 0.8) Ratio 1.48 The table below shows the inventory-sales ratio for manufacturing and trade for a region over a period of 8 years. Use the method of simple...
-
The variable cost of goods sold in Oak Prescott Industries, located in Texas, totaled $360.000. Fixed marketing expenses totaled $132.000 and variable marketing expenses were $310.000. If Oak...
-
(b) The equation of motion for the particles moving in a fluid under the action of a centrifugal field is similar to that for motion in the gravitational field, except that the gravitational...
-
(a) Bright Sdn Bhd (BSB) is a tax resident manufacturing company in Johor, which involves in ceramic tiles. Currently, BSBs annual sales turnover has been forecasted to be around RM 300,000 for the...
-
Zamboanga, Ham, Tomaso, Audley, and Pole (2016) investigated the effectiveness of classroom activities with respect to changing students perceptions and awareness of acculturation. Acculturation...
-
Indicate whether the following skewed distributions are positively skewed because the mean exceeds the median or negatively skewed because the median exceeds the mean. 1. A distribution of ages of...
-
The table below displays the number of school days missed in a previous month by a sample of 25 third graders. No. of Days ........................ f 6 ......................................... 2 5...
-
Smith Company produces and sells one product for $40 per unit. The company has no beginning inventories. Its variable manufacturing cost per unit is $18 and the variable selling and administrative...
-
Which of the following statements is false? (You may select more than one answer.) a. Under variable costing, only those manufacturing costs that vary with output are treated as product costs. b....
-
Smith Company produces and sells one product for $40 per unit. The company has no beginning inventories. Its variable manufacturing cost per unit is $18 and the variable selling and administrative...
Study smarter with the SolutionInn App