The Excel file posted with this assignment contains 53 weekly observations for five major market indices SP500 S P 500 SPSML S P Small cap DOW30 Dow Jones Industrial average NDQFIN NASDAQ financial sector DJUTL Dow Jones utility sector For each index, you should compute the weekly log return as 100 (ln(Y t) ln(Y t 1 )) where Y t is the index value for week t and Y t 1 is the index value for the preceding week (t 1) Due to the differencing operation, you should recover 52 log returns for weeks 2 to 53 For this initial portion of the term project, you should use the log return data for the five indices to describe the observed performance of these assets over the past year You can use any of the tools including the sample mean return, sample standard deviation, skewness, excess kurtosis, CV, Sharpe ratio, and other measures Please assemble your analysis in a paper Week SP500 SPSML DOW30 NDQFIN DJUTL 1 3509 44 925 22 28323 4 4594 46 881 76 2 3585 15 994 29 29479 81 4857 14 910 91 3 3557 54 1020 23 29263 48 4858 09 873 29 4 3638 35 1059 67 29910 37 4930 9 873 18 5 3699 12 1085 44 30218 26 5036 53 856 13 6 3663 46 1086 59 30046 37 4977 51 855 1 7 3709 41 1108 16 30179 05 5087 58 857 26 8 3703 06 1121 51 30199 87 5115 5 845 97 9 3756 07 1118 93 30606 48 5157 92 864 64 10 3824 68 1190 26 31097 97 5380 78 851 28 11 3768 25 1211 91 30814 26 5413 22 861 09 12 3841 47 1231 7 30996 98 5401 15 857 94 13 3714 24 1188 71 29982 62 5232 88 852 4 14 3886 83 1252 75 31148 24 5553 4 872 25 15 3934 83 1297 9 31458 4 5635 21 857 1 16 3906 71 1288 77 31494 32 5708 76 846 51 17 3811 15 1278 56 30932 37 5624 95 795 61 18 3841 94 1302 12 31496 3 5746 42 814 03 19 3943 34 1397 66 32778 64 5991 98 844 88 20 3913 1 1355 09 32627 97 5889 21 847 56 21 3974 54 1331 26 33072 88 5893 12 873 55 22 4019 87 1340 3 33153 21 5877 5 879 51 23 4128 8 1334 56 33800 6 5934 78 891 67 24 4185 47 1347 95 34200 67 6011 02 923 71 25 4180 17 1350 06 34043 49 6058 67 918 26 26 4181 17 1345 54 33874 85 6062 13 919 25 27 4232 6 1374 26 34777 76 6173 72 909 9 28 4173 85 1354 82 34382 13 6193 05 907 73 29 4155 86 1343 46 34207 84 6170 1 908 53 30 4204 11 1371 94 34529 45 6218 58 897 35 31 4229 89 1383 8 34756 39 6253 83 900 82 32 4247 44 1396 25 34479 6 6224 5 912 85 33 4166 45 1330 67 33290 08 5990 32 884 86 34 4280 7 1388 76 34433 84 6293 98 889 07 35 4352 34 1369 68 34786 35 6190 25 885 78 36 4369 55 1359 58 34870 16 6117 64 894 2 37 4327 16 1297 56 34687 85 5980 12 914 61 38 4411 79 1318 56 35061 55 6006 97 904 54 39 4395 26 1341 28 34935 47 6020 85 907 42 40 4436 52 1356 27 35208 51 6217 08 926 74 41 4468 1349 91 35515 38 6285 05 938 29 42 4441 67 1320 96 35120 08 6150 6 950 75 43 4509 37 1375 04 35455 8 6367 25 932 25 44 4535 43 1369 73 35369 09 6319 39 944 93 45 4458 58 1326 93 34607 72 6195 59 929 14 46 4432 99 1331 35 34584 88 6190 99 903 8 47 4455 48 1344 76 34798 6334 1 892 8 48 4357 04 1357 37 34326 46 6376 19 872 82 49 4391 34 1358 65 34746 25 6505 33 884 7 50 4471 37 1363 91 35294 76 6615 46 898 54 51 4544 9 1381 14 35677 02 6781 79 921 43 52 4605 38 1376 46 35819 56 6675 93 915 91 53 4625 96 1407 34 35966 42 6776 37 918 33

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Question: The Excel file posted with this assignment contains 53 weekly observations for five major market indices: SP500 = S&P 500 SPSML = S&P Small-cap DOW30

The Excel file posted with this assignment contains 53 weekly observations for five major market indices:

SP500 = S&P 500

SPSML = S&P Small-cap

DOW30 = Dow-Jones Industrial average

NDQFIN = NASDAQ financial sector

DJUTL = Dow-Jones utility sector

For each index, you should compute the weekly log-return as 100*(ln(Y_t) - ln(Y_{t-1})) where Y_t is the index value for week t and Y_{t-1} is the index value for the preceding week (t-1). Due to the differencing operation, you should recover 52 log-returns for weeks 2 to 53.

For this initial portion of the term project, you should use the log-return data for the five indices to describe the observed performance of these assets over the past year.You can use any of the tools including the sample mean return, sample standard deviation, skewness, excess kurtosis, CV, Sharpe ratio, and other measures. Please assemble your analysis in a paper

Week	SP500	SPSML	DOW30	NDQFIN	DJUTL
1	3509.44	925.22	28323.4	4594.46	881.76
2	3585.15	994.29	29479.81	4857.14	910.91
3	3557.54	1020.23	29263.48	4858.09	873.29
4	3638.35	1059.67	29910.37	4930.9	873.18
5	3699.12	1085.44	30218.26	5036.53	856.13
6	3663.46	1086.59	30046.37	4977.51	855.1
7	3709.41	1108.16	30179.05	5087.58	857.26
8	3703.06	1121.51	30199.87	5115.5	845.97
9	3756.07	1118.93	30606.48	5157.92	864.64
10	3824.68	1190.26	31097.97	5380.78	851.28
11	3768.25	1211.91	30814.26	5413.22	861.09
12	3841.47	1231.7	30996.98	5401.15	857.94
13	3714.24	1188.71	29982.62	5232.88	852.4
14	3886.83	1252.75	31148.24	5553.4	872.25
15	3934.83	1297.9	31458.4	5635.21	857.1
16	3906.71	1288.77	31494.32	5708.76	846.51
17	3811.15	1278.56	30932.37	5624.95	795.61
18	3841.94	1302.12	31496.3	5746.42	814.03
19	3943.34	1397.66	32778.64	5991.98	844.88
20	3913.1	1355.09	32627.97	5889.21	847.56
21	3974.54	1331.26	33072.88	5893.12	873.55
22	4019.87	1340.3	33153.21	5877.5	879.51
23	4128.8	1334.56	33800.6	5934.78	891.67
24	4185.47	1347.95	34200.67	6011.02	923.71
25	4180.17	1350.06	34043.49	6058.67	918.26
26	4181.17	1345.54	33874.85	6062.13	919.25
27	4232.6	1374.26	34777.76	6173.72	909.9
28	4173.85	1354.82	34382.13	6193.05	907.73
29	4155.86	1343.46	34207.84	6170.1	908.53
30	4204.11	1371.94	34529.45	6218.58	897.35
31	4229.89	1383.8	34756.39	6253.83	900.82
32	4247.44	1396.25	34479.6	6224.5	912.85
33	4166.45	1330.67	33290.08	5990.32	884.86
34	4280.7	1388.76	34433.84	6293.98	889.07
35	4352.34	1369.68	34786.35	6190.25	885.78
36	4369.55	1359.58	34870.16	6117.64	894.2
37	4327.16	1297.56	34687.85	5980.12	914.61
38	4411.79	1318.56	35061.55	6006.97	904.54
39	4395.26	1341.28	34935.47	6020.85	907.42
40	4436.52	1356.27	35208.51	6217.08	926.74
41	4468	1349.91	35515.38	6285.05	938.29
42	4441.67	1320.96	35120.08	6150.6	950.75
43	4509.37	1375.04	35455.8	6367.25	932.25
44	4535.43	1369.73	35369.09	6319.39	944.93
45	4458.58	1326.93	34607.72	6195.59	929.14
46	4432.99	1331.35	34584.88	6190.99	903.8
47	4455.48	1344.76	34798	6334.1	892.8
48	4357.04	1357.37	34326.46	6376.19	872.82
49	4391.34	1358.65	34746.25	6505.33	884.7
50	4471.37	1363.91	35294.76	6615.46	898.54
51	4544.9	1381.14	35677.02	6781.79	921.43
52	4605.38	1376.46	35819.56	6675.93	915.91
53	4625.96	1407.34	35966.42	6776.37	918.33

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