need to determine the monthly returns for each category before calculating the time-series average returns and standard
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need to determine the monthly returns for each category before calculating the time-series average returns and standard deviations of the size premiums across the six regions/countries. calculate the monthly returns across the six regions?
Year | Month | Market Risk Premium (Rm - Rf) | Size Premium Across Regions (SMB, Small-Minus-Big) | |||||
Global Market | Developed Market | Emerging Market | European Market | Japanese Market | Asia-Pacific Market Excluding Japan | North American Market | ||
1993 | 1 | 0.31 | 1.59 | -1.57 | 3.28 | -1.67 | 0.31 | 2.01 |
1993 | 2 | 1.89 | -1.27 | 3.08 | -0.79 | 2.09 | -1.47 | -3.61 |
1993 | 3 | 6.67 | 0.35 | 1.55 | 1.43 | 0.26 | 3.76 | 0.6 |
1993 | 4 | 4.3 | 0.59 | 4.12 | 3.46 | 1.07 | 3.73 | -0.37 |
1993 | 5 | 3.12 | 4.35 | 3.34 | 0.29 | 12.26 | 2.72 | 2.04 |
1993 | 6 | -2.11 | -0.9 | -2.59 | -1.58 | -2.64 | 2.44 | 0.46 |
1993 | 7 | 2.25 | -1.54 | 0.71 | -1.1 | -4.79 | 1.11 | 0.9 |
1993 | 8 | 4.37 | 0.86 | 1.24 | 0.53 | -0.51 | -1.38 | 0.48 |
Related Book For
Fundamentals Of Corporate Finance
ISBN: 9780135811603
5th Edition
Authors: Jonathan Berk, Peter DeMarzo, Jarrad Harford
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