Question: BUS 210 Project: Each student will select two (2) stocks for examination. No company duplications between students are allowed. So you are required to post
BUS 210 Project:
Each student will select two (2) stocks for examination. No company duplications between students are allowed. So you are required to post your picked stocks on discussion board and make sure no one else has chosen these stocks before you. This project is due on December 5th 2018 before your class. Late report will NOT be accepted.
Download each stock's Weekly price for whole year (as shown in the video posted on blackboard), from November 20th 2017 to November 20th, Similarly download Standard & Poor's 500 Index (S&P 500), a market indicator series. Specifically, each day you will compute the percent change in prices for each of your stocks and S&P 500 index. The percent price change is computed as [P(t) - P(t-1)]/P(t-1) (as shown in the video posted on blackboard), where t is the current date. Once you got the data for all three variables. Then
1.Find Mean, Variance and Standard Deviation for all three using excel.
2.Test the hypothesis if the means for three variables are different from zero (show your work on a word document and show all steps in your calculation i.e. calculating t-statistic, critical value, alpha and p-value).
3.Test the hypothesis if the means for three variables are different from one (show your work on a word document and show all steps in your calculation i.e. calculating t-statistic, critical value, alpha and p-value).
4.Also calculate 90% and 95% confidence intervals for all three variables. (Show your work on Word document)
5.Run the regression with both company returns with S&P 500 (independent variable) using SPSS, so there will be two regression outputs. Interpret the results for both regression outputs and write these interpretations in a word document. (you need to interpret the R-square, constant, coefficient, t-value and p-value and what they imply about significance of the variables' relationship and model.)
You will submit your project through email. Your submission will include, excel workbook with all the requirement for question 1. Your word document for question 2, 3, 4, and 5 along with your SPSS output (you can copy and paste the SPSS output on your word document)
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