Question: Project M 2 : Monthly Stock Data ( MO 2 . 1 - 2 . 5 , CO 1 - 2 ) Start Assignment Due
Project M: Monthly Stock Data MO CO Start Assignment Due Sunday by :pm Points Submitting a text entry box or a file upload Go to finance.yahoo.com to collect the monthly data for the following stocks: Microsoft, GE IBM, Disney, Merck, Campbell Soup, Exxon Mobil as well as the S&P index for the period from July to July Compute the monthly total returns for all these stocks and the S&P index. As a proxy for S&P index returns, you may use the SPDR S&P ETF Trust Symbol: SPY Compute the annualized average returns and return volatilities. Compute all the pairwise correlations and covariances for the stocks excluding S&P eg Microsoft and GE Microsft and IBM... etc. There are a total of different pairs of different stocks. Construct a correlation table in Excel for those stocks as in the example of correlation table in the slide of Section D In your report, briefly describe how you collect the data and compute the statistics mentioned above. You may include a few typical Excel spreadsheet snapshots for illustration. You can embed the Excel in the report of the correlation table, which should include average returns, return volatilities and the correlations.
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