1. Start your business report with a short formal introduction stating the background of the company...
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1. Start your business report with a short formal introduction stating the background of the company and what you are studying. Discuss and justify your choice of time interval/s (daily, weekly, monthly), and time period. (15 marks). 2. Present your data graphically and discuss the results. Please explain whether transformation/adjustment/decomposition is needed for your data. Plot the company returns ACF. Do the returns look like white noise? Explain. (20 marks). 3. Calculate and present descriptive statistics for the stock returns and discuss the results. (15 marks). 4. In this section you are required to use regression analysis to test the predictive power of past returns (RETLAG) on future returns (RET). Write down the regression equation - be sure to label correctly the x and y variables, and include the values of the slope and intercept. Create a new table that summarises the following key measures of your regression analysis - Number of Observations, Adjusted R Square, Value of the Slope, and P-Value of the Slope. Be sure to comment on each measure. (25 marks). 5. Summarise your results and provide conclusions. Include any relevant recommendations that you believe could improve your analysis. Discuss the variables and methods you used for the prediction. (15 marks). 6. The report should be well presented and coherent with no grammar/spelling mistakes, each question should be clearly defined and answered in a separate section, and graphs and tables should be clearly labelled and presented. (10 marks). 1. Start your business report with a short formal introduction stating the background of the company and what you are studying. Discuss and justify your choice of time interval/s (daily, weekly, monthly), and time period. (15 marks). 2. Present your data graphically and discuss the results. Please explain whether transformation/adjustment/decomposition is needed for your data. Plot the company returns ACF. Do the returns look like white noise? Explain. (20 marks). 3. Calculate and present descriptive statistics for the stock returns and discuss the results. (15 marks). 4. In this section you are required to use regression analysis to test the predictive power of past returns (RETLAG) on future returns (RET). Write down the regression equation - be sure to label correctly the x and y variables, and include the values of the slope and intercept. Create a new table that summarises the following key measures of your regression analysis - Number of Observations, Adjusted R Square, Value of the Slope, and P-Value of the Slope. Be sure to comment on each measure. (25 marks). 5. Summarise your results and provide conclusions. Include any relevant recommendations that you believe could improve your analysis. Discuss the variables and methods you used for the prediction. (15 marks). 6. The report should be well presented and coherent with no grammar/spelling mistakes, each question should be clearly defined and answered in a separate section, and graphs and tables should be clearly labelled and presented. (10 marks).
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Introduction The purpose of this report is to analyze the stock returns of Company X over a selected time period and to determine if there is any pred... View the full answer
Related Book For
Fundamentals of Cost Accounting
ISBN: 978-0077398194
3rd Edition
Authors: William Lanen, Shannon Anderson, Michael Maher
Posted Date:
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