Question: Project M 2 : Monthly Stock Data ( MO 2 . 1 - 2 . 5 , CO 1 - 2 ) Start Assignment Due

Project M2: Monthly Stock Data (MO 2.1-2.5, CO 1-2) Start Assignment Due Sunday by 11:59pm Points 100 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 500 index for the period from July 1,2009 to July 1,2014.1. Compute the monthly total returns for all these stocks and the S&P 500 index. As a proxy for S&P 500 index returns, you may use the SPDR S&P 500 ETF Trust (Symbol: SPY).2. Compute the annualized average returns and return volatilities. 3. Compute all the pair-wise correlations and covariances for the 7 stocks (excluding S&P 500) e.g. Microsoft and GE, Microsft and IBM... etc. There are a total of 21 different pairs of different stocks. 4. 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.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!