PROJECT II PERFORMANCE MEASURES OF HISTORICAL DATA Congratulations!! You have been just hired as an equity analyst.
Fantastic news! We've Found the answer you've been seeking!
Question:
PROJECT II
PERFORMANCE MEASURES OF HISTORICAL DATA
Congratulations!! You have been just hired as an equity analyst. You are asked to analyze the Ford and Walmart historical data. You will find historical data for Ford, Walmart, Market Index and T-bills in the Excel Spreadsheet that is provided to you.
A. Use Excel to calculate the following measures:
5. Calculate the correlation between Ford and Market, and Walmart and Market
Total rates of return (decimal) | ||||
Month | Ford | Walmart | Market Index | T-bill rate |
Jan-07 | 0.0826 | 0.0327 | 0.0194 | 0.0042 |
Feb-07 | -0.0271 | 0.0130 | -0.0140 | 0.0042 |
Mar-07 | -0.0025 | -0.0236 | 0.0129 | 0.0041 |
Apr-07 | 0.0190 | 0.0207 | 0.0398 | 0.0041 |
May-07 | 0.0373 | -0.0021 | 0.0389 | 0.0039 |
Jun-07 | 0.1295 | 0.0107 | -0.0148 | 0.0038 |
Jul-07 | -0.0966 | -0.0449 | -0.0318 | 0.0040 |
Aug-07 | -0.0823 | -0.0457 | 0.0116 | 0.0035 |
Sep-07 | 0.0871 | 0.0005 | 0.0408 | 0.0032 |
Oct-07 | 0.0448 | 0.0357 | 0.0258 | 0.0033 |
Nov-07 | -0.1533 | 0.0595 | -0.0493 | 0.0027 |
Dec-07 | -0.1039 | -0.0031 | -0.0044 | 0.0025 |
Jan-08 | -0.0134 | 0.0675 | -0.0621 | 0.0023 |
Feb-08 | -0.0166 | -0.0227 | -0.0217 | 0.0018 |
Mar-08 | -0.1240 | 0.0671 | -0.0104 | 0.0011 |
Apr-08 | 0.4441 | 0.1006 | 0.0511 | 0.0011 |
May-08 | -0.1768 | 0.0000 | 0.0238 | 0.0014 |
Jun-08 | -0.2926 | -0.0267 | -0.0784 | 0.0016 |
Jul-08 | -0.0021 | 0.0431 | -0.0133 | 0.0014 |
Aug-08 | -0.0708 | 0.0117 | 0.0106 | 0.0014 |
Sep-08 | 0.1659 | 0.0139 | -0.0980 | 0.0009 |
Oct-08 | -0.5788 | -0.0681 | -0.1846 | 0.0006 |
Nov-08 | 0.2283 | 0.0013 | -0.0846 | 0.0002 |
Dec-08 | -0.1487 | 0.0075 | 0.0221 | 0.0000 |
Jan-09 | -0.1834 | -0.1595 | -0.0773 | 0.0001 |
Feb-09 | 0.0695 | 0.0450 | -0.1002 | 0.0003 |
Mar-09 | 0.3150 | 0.0636 | 0.0867 | 0.0002 |
Apr-09 | 1.2738 | -0.0326 | 0.1094 | 0.0001 |
May-09 | -0.0385 | -0.0077 | 0.0678 | 0.0002 |
Jun-09 | 0.0557 | -0.0261 | -0.0031 | 0.0002 |
Jul-09 | 0.3180 | 0.0297 | 0.0817 | 0.0002 |
Aug-09 | -0.0500 | 0.0253 | 0.0315 | 0.0001 |
Sep-09 | -0.0513 | -0.0350 | 0.0452 | 0.0001 |
Oct-09 | -0.0291 | 0.0120 | -0.0280 | 0.0001 |
Nov-09 | 0.2700 | 0.0980 | 0.0571 | 0.0000 |
Dec-09 | 0.1249 | -0.0152 | 0.0284 | 0.0000 |
Posted Date: