Question: Request you to please answer the below questions based on SIM and Multi-Index Model. (Please use Yahoo finance) 1.Select 10 publicly trading companies with trading

Request you to please answer the below questions based on SIM and Multi-Index Model. (Please use Yahoo finance)

1.Select 10 publicly trading companies with trading history of at least five years.

2.Get monthly return data for the ten companies for at least five years (60 months).The returns should be based on adjusted prices and dividends, if any.

Get latest five years.

3.Get market index return and Fama-French factors, monthly corresponding to the stocks' returns.These are the Rm-Rf, SMB and HML factors.

4.Run regression of each stock's returns on the market index return, i.e., estimate SIM.

5.Run regression of each stock's returns on the three FF factors.

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!

1. Select 10 publicly trading companies with trading history of at least five years. 2. Get monthly return data for the ten companies for at least five years (60 months). The returns should be based...

I need help with this project. I have attached all of the instructions and relevant information. The final draft is due August 20th. Course Project: A Financial Statement Analysis A Comparative...

Can someone help me with the Accounting Course Project. Instructions are there in the Course Project Instruction and the 10k for Nike and UNder Armour attached. I have also attached the Teamplate....

Please read the Galleon case found in your text book on page 482. Please answer the following questions (NOT the questions in the book) 1. Can you justify Raj's actions using a Relativist's...

CASE STUDY Fund Voting in a Proxy Fight Institutional activism takes many forms, as we have seen. In most situations, mutual funds are drawn into the fray by the actions of others. Company management...

Boston Beer Company WACC Project In this project, you will find and discern the appropriate data to determine a realistic assessment of the weighted average cost of capital for The Boston Beer...

Hello, I want to know about the answers of the following questions in a business memo format Is Motorola carrying excess debt or inventory? Are customers paying according to terms? Are operating...

I would highly appreciate your kind answers to the questions includedin the attached case study which was provided by my financial accouting professor. thank you. ISSUES IN ACCOUNTING EDUCATION Vol....

Credit Ratings: Due to the banking "crisis" that we experienced this year, credit rating agencies cut their outlook for the entire US banking sector and several banks' credit ratings were downgraded....

Identify the four engineering economy symbols and their values from the following problem statement. Use a question mark with the symbol whose value is to be determined. Thompson Mechanical Products...

Draw the structure of a naturally occurring amino acid that: a. contains a 1 alcohol b. contains an amide c. is an essential amino acid with an aromatic ring d. is a neutral amino acid with a 3...

E9.4 Consider a system with a loop transfer function 100 L(s) = Ge(s)G(s) = s(s + 10) We wish to obtain a resonant peak Mp = 3.0 dB for the closed-loop system. The peak occurs between 6 and 9 rad/s...

Consider a project with free cash flows in one year of $130,999 in a weak market or $195,468 in a strong market, with each outcome being equally likely. The initial investment required for the...

Ameson Company uses average cost and a perpetual system. On January 1, the company had 600 units of inventory at an average cost of $55 per unit for a total cost of $33,000. The company purchased and...

The following information for Aden Company is available: Case 1 2 3 4 5 Cost $5.00 $5.00 $5.00 $5.00 $5.00 Net realizable value 5.10 5.50 4.80 4.20 4.75 Net realizable value less normal profit 4.80...

The Bun-and-Run is a franchise fast-food restaurant located in the Northeast specializing in half-pound hamburgers, fish sandwiches, and chicken sandwiches. Soft drinks and French fries also are...

On December 28, 2016, Videotech Corporation (VTC) purchased 10 units of a new satellite uplink system from Tristar Communications for $25,000 each. The terms of each sale were 1/10, n/30. VTC uses...

Create a 200 word summary on the Juvenile Justice System than and today. Describe The Juvenile system and provide a generalizable definition. Highlight the issues in the Juvenile system and why this...

(Explain Future Taxable and Deductible Amounts, How Carryback and Carryforward Affects Deferred Taxes) Mary Joe Fernandez and Meredith McGrath are discussing accounting for income taxes. They are...

(Basic Accounting for Temporary Differences) Majoli Company appropriately uses the assetliability method to record deferred income taxes. Iva Majoli reports depreciation expense for certain machinery...

(Explain Computation of Deferred Tax Liability for Multiple Tax Rates) At December 31, 2007, Hingis Corporation has one temporary difference which will reverse and cause taxable amounts in 2008. In...