-Monthly returns, Average Monthly returns , and Standard Deviations for Colgate- Palmolive Stock, the three-month Treasury bill,...
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-Monthly returns, Average Monthly returns , and Standard Deviations for Colgate- Palmolive Stock, the three-month Treasury bill, and the S&P 500 for this period
-Beta motivation, Jenses’s alpha measure, Plot respect to the SML, financial interpretation of the residual
-Beta Market Model for CL (36 months), Monthly return plot against index and fitted line
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No. 1 123 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 Date Mar-16 Apr-16 May-16 Jun-16 Jul-16 Aug-16 Sep-16 Oct-16 Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 May-17 Jun-17 Jul-17 Aug-17 Sep-17 Oct-17 Nov-17 Dec-17 Jan-18 Feb-18 Mar-18 Apr-18 May-18 Jun-18 Jul-18 Aug-18 Adj Close (USD) CL 62.88 63.12 63.01 Monthly Return (USD) 2,059.74 0.38% 2,065.30 0.27% -0.17% 2,096.95 1.53% 3.95% 2,098.86 0.09% 65.5 66.6 1.68% 2,173.60 3.56% 66.87 0.41% 2,170.95 -0.12% 66.69 -0.27% 2,168.27 -0.12% 64.19 -3.75% 2,126.15 -1.94% 59 -8.09% 2,198.81 3.42% 59.19 0.32% 2,238.83 1.82% 58.41 -1.32% 2,278.87 1.79% 66.39 13.66% 2,363.64 66.58 0.29% 2,362.72 65.53 -1.58% 2,384.20 69.84 6.58% 2,411.80 67.8 -2.92% 2,423.41 66.04 -2.60% 2,470.30 65.89 -0.23% 2,471.65 67 1.68% 2,519.36 64.79 -3.30% 2,575.26 67 69.77 68.65 64.11 66.63 60.64 58.99 60.6 62.66 62.49 S&P 500 Adj Close Monthly Return 3.41% 2,647.58 4.13% 2,673.61 -1.61% 2,823.81 -6.61% 2,713.83 3.93% 2,640.87 -8.99 % 2,648.05 -2.72% 2,705.27 2.73% 2,718.37 3.40% 2,816.29 -0.27% 2,901.52 3.72% -0.04% 0.91% 1.16% 0.48% 1.93% 0.05% 1.93% 2.22% 2.81% 0.98% 5.62% -3.89% -2.69% 0.27% 2.16% 0.48% 3.60% 3.03% 3-Month T-bill: Secondary Market Monthly (%) Return 0.04 0.06 0.09 0.08 0.09 0.1 0.11 0.09 0.16 0.14 0.09 0.11 1.25 1.52 1.52 1.56 1.51 1.84 1.95 2.04 2.08 2.3 2.38 2.35 2.4 2.36 2.4 2.32 2.29 2.15 0.06% 0.09% 0.08% 0.09% 0.10% 0.11% 0.09% 0.16% 0.14% 0.09% 0.11% 1.25% 1.52% 1.52% 1.56% 1.51% 1.84% 1.95% 2.04% 2.08% 2.30% 2.38% 2.35% 2.40% 2.36% 2.40% 2.32% 2.29% 2.15% No. 1 123 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 Date Mar-16 Apr-16 May-16 Jun-16 Jul-16 Aug-16 Sep-16 Oct-16 Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 May-17 Jun-17 Jul-17 Aug-17 Sep-17 Oct-17 Nov-17 Dec-17 Jan-18 Feb-18 Mar-18 Apr-18 May-18 Jun-18 Jul-18 Aug-18 Adj Close (USD) CL 62.88 63.12 63.01 Monthly Return (USD) 2,059.74 0.38% 2,065.30 0.27% -0.17% 2,096.95 1.53% 3.95% 2,098.86 0.09% 65.5 66.6 1.68% 2,173.60 3.56% 66.87 0.41% 2,170.95 -0.12% 66.69 -0.27% 2,168.27 -0.12% 64.19 -3.75% 2,126.15 -1.94% 59 -8.09% 2,198.81 3.42% 59.19 0.32% 2,238.83 1.82% 58.41 -1.32% 2,278.87 1.79% 66.39 13.66% 2,363.64 66.58 0.29% 2,362.72 65.53 -1.58% 2,384.20 69.84 6.58% 2,411.80 67.8 -2.92% 2,423.41 66.04 -2.60% 2,470.30 65.89 -0.23% 2,471.65 67 1.68% 2,519.36 64.79 -3.30% 2,575.26 67 69.77 68.65 64.11 66.63 60.64 58.99 60.6 62.66 62.49 S&P 500 Adj Close Monthly Return 3.41% 2,647.58 4.13% 2,673.61 -1.61% 2,823.81 -6.61% 2,713.83 3.93% 2,640.87 -8.99 % 2,648.05 -2.72% 2,705.27 2.73% 2,718.37 3.40% 2,816.29 -0.27% 2,901.52 3.72% -0.04% 0.91% 1.16% 0.48% 1.93% 0.05% 1.93% 2.22% 2.81% 0.98% 5.62% -3.89% -2.69% 0.27% 2.16% 0.48% 3.60% 3.03% 3-Month T-bill: Secondary Market Monthly (%) Return 0.04 0.06 0.09 0.08 0.09 0.1 0.11 0.09 0.16 0.14 0.09 0.11 1.25 1.52 1.52 1.56 1.51 1.84 1.95 2.04 2.08 2.3 2.38 2.35 2.4 2.36 2.4 2.32 2.29 2.15 0.06% 0.09% 0.08% 0.09% 0.10% 0.11% 0.09% 0.16% 0.14% 0.09% 0.11% 1.25% 1.52% 1.52% 1.56% 1.51% 1.84% 1.95% 2.04% 2.08% 2.30% 2.38% 2.35% 2.40% 2.36% 2.40% 2.32% 2.29% 2.15%
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Related Book For
Fundamentals of Corporate Finance
ISBN: 978-0077861704
11th edition
Authors: Stephen Ross, Randolph Westerfield, Bradford Jordan
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