Question

In: Finance

What is the average monthly return and standard deviation of returns for (i) S&P 500: Date...

What is the average monthly return and standard deviation of returns for

(i) S&P 500:

Date Adj Close
8/1/2015 1972.18
9/1/2015 1920.03
######## 2079.36
######## 2080.41
######## 2043.94
1/1/2016 1940.24
2/1/2016 1932.23
3/1/2016 2059.74
4/1/2016 2065.3
5/1/2016 2096.95
6/1/2016 2098.86
7/1/2016 2173.6
8/1/2016 2170.95
9/1/2016 2168.27
######## 2126.15
######## 2198.81
######## 2238.83
1/1/2017 2278.87
2/1/2017 2363.64
3/1/2017 2362.72
4/1/2017 2384.2
5/1/2017 2411.8
6/1/2017 2423.41
7/1/2017 2470.3
8/1/2017 2471.65
9/1/2017 2519.36
######## 2575.26
######## 2584.84
######## 2673.61
1/1/2018 2823.81
2/1/2018 2713.83
3/1/2018 2640.87
4/1/2018 2648.05
5/1/2018 2705.27
6/1/2018 2718.37
7/1/2018 2816.29
8/1/2018 2901.52
9/1/2018 2913.98
######## 2711.74
######## 2760.17
######## 2506.85
1/1/2019 2704.1
2/1/2019 2784.49
3/1/2019 2834.4
4/1/2019 2945.83
5/1/2019 2752.06
6/1/2019 2941.76
7/1/2019 2980.38
8/1/2019 2926.46

(ii) GE:

Date Adj Close
8/1/2015 22.04931
9/1/2015 21.37927
######## 24.7352
######## 25.60761
######## 26.64251
1/1/2016 25.07532
2/1/2016 25.10978
3/1/2016 27.61257
4/1/2016 26.70923
5/1/2016 26.25756
6/1/2016 27.3433
7/1/2016 27.25289
8/1/2016 27.34041
9/1/2016 25.92262
######## 25.66629
######## 27.13042
######## 27.8713
1/1/2017 26.39264
2/1/2017 26.49039
3/1/2017 26.69272
4/1/2017 25.96718
5/1/2017 24.52506
6/1/2017 24.19364
7/1/2017 23.33439
8/1/2017 22.36858
9/1/2017 22.03145
######## 18.55219
######## 16.83133
######## 16.05832
1/1/2018 15.08917
2/1/2018 13.16687
3/1/2018 12.68307
4/1/2018 13.23819
5/1/2018 13.2476
6/1/2018 12.80539
7/1/2018 12.93803
8/1/2018 12.28306
9/1/2018 10.71682
######## 9.678614
######## 7.187089
######## 7.254169
1/1/2019 9.74951
2/1/2019 10.36903
3/1/2019 9.969832
4/1/2019 10.16022
5/1/2019 9.430923
6/1/2019 10.4899
7/1/2019 10.45
8/1/2019 8.25

Solutions

Expert Solution

Return for a particular month = Price of current month / Price of the previous month - 1.

This is in column D for both S&P 500 and GE

(i) S&P 500

Use the excel function Average with inputs as cells D4:D51

Cell D52 =AVERAGE(D4:D51)

0.89%

Use the function in Cell D53 =STDEV(D4:D51) to calculate the standard deviation of returns

3.54%

(ii) GE

D105 =AVERAGE(D57:D104)

-1.62%

D106 =STDEV(D57:D104)

9.11%

Can you please upvote? Thank You :-)

(i) S&P 500

Screenshot with formulas

(ii) GE

Screenshot with formulas

jeff jeffy answered 4 months ago
Next > < Previous

Related Solutions

Calculate Adidas' and S&P 500 Index's average rate of returns and standard deviation, based on the...
Calculate Adidas' and S&P 500 Index's average rate of returns and standard deviation, based on the data below. DATA Month Adidas S&P 500 Stock Prices Index Jan-19 52.9 2368.45 Feb-19 67.16 2363.64 Mar-19 68.73 2362.72 Apr-19 65.41 2384.2 May-19 62.99 2411.8 Jun-19 70.1 2423.41 Jul-19 69.05 2470.3 Aug-19 62.81 2471.65 Sep-19 61.85 2519.36 Oct-19 64.99 2575.26 Nov-19 70.42 2647.58 Dec-19 72.55 2673.61
The risk-free rate, S&P 500 index, and the average return, standard deviation, beta, and residual standard...
The risk-free rate, S&P 500 index, and the average return, standard deviation, beta, and residual standard deviation for three funds are given. Fund Avg. Return Std. Dev. Beta Residual Std. Dev. A B C S&P 500 Risk-free 18 25 22 12 4 15 30 20 10 0 1.3 1.4 1.2 1.0 0 1.5 2.5 3.0 1.Figure out the M2 measure for Fund A and B 2.Figure out the best fund based on the information ratio Use the following table. Your...
The risk-free rate, S&P 500 index, and the average return, standard deviation, beta, and residual standard...
The risk-free rate, S&P 500 index, and the average return, standard deviation, beta, and residual standard deviation for three funds are given. Fund Avg. Return Std. Dev. Beta Residual Std. Dev. A B C S&P 500 Risk-free 18 25 22 12 4 15 30 20 10 0 1.3 1.4 1.2 1.0 0 1.5 2.5 3.0 Figure out the M2 measure for Fund A and B. Figure out the best fund based on the information ratio. Use the following table. Your...
Risk and Return 1. Calculate monthly returns for Darden Restaurants and the S&P 500. Be sure...
Risk and Return 1. Calculate monthly returns for Darden Restaurants and the S&P 500. Be sure to include the dividends for Darden in the return. Show All excel formulas. Darden (DRI) S&P 500 Month Price Dividend Price 6/1/16 59.11 2098.86 DRI Return SP Return DRI- Ave S&P - Ave (DRI-Ave)x(S&P-Ave) 7/1/16 57.446472 0.56 2173.600098 8/1/16 58.043533 2170.949951 9/1/16 57.742203 2168.27002 10/1/16 61.009743 0.56 2126.149902 11/1/16 69.65522 2198.810059 12/1/16 69.10405 2238.830078 1/1/17 69.636215 0.56 2278.870117 2/1/17 71.520325 2363.639893 3/1/17 80.129959 2362.719971...
Risk and Return 1. Calculate monthly returns for Darden Restaurants and the S&P 500. Be sure...
Risk and Return 1. Calculate monthly returns for Darden Restaurants and the S&P 500. Be sure to include the dividends for Darden in the return. Please show equations in Excel. Darden (DRI) S&P 500 Month Price Dividend Price 6/1/16 59.11 2098.86 DRI Return SP Return DRI- Ave S&P - Ave (DRI-Ave)x(S&P-Ave) 7/1/16 57.446472 0.56 2173.600098 8/1/16 58.043533 2170.949951 9/1/16 57.742203 2168.27002 10/1/16 61.009743 0.56 2126.149902 11/1/16 69.65522 2198.810059 12/1/16 69.10405 2238.830078 1/1/17 69.636215 0.56 2278.870117 2/1/17 71.520325 2363.639893 3/1/17 80.129959...
Calculate the monthly returns for 08/01/2015 – 08/31/2019 period for (i) S&P 500: Date Adj Close...
Calculate the monthly returns for 08/01/2015 – 08/31/2019 period for (i) S&P 500: Date Adj Close 8/1/2015 1972.18 9/1/2015 1920.03 ######## 2079.36 ######## 2080.41 ######## 2043.94 1/1/2016 1940.24 2/1/2016 1932.23 3/1/2016 2059.74 4/1/2016 2065.3 5/1/2016 2096.95 6/1/2016 2098.86 7/1/2016 2173.6 8/1/2016 2170.95 9/1/2016 2168.27 ######## 2126.15 ######## 2198.81 ######## 2238.83 1/1/2017 2278.87 2/1/2017 2363.64 3/1/2017 2362.72 4/1/2017 2384.2 5/1/2017 2411.8 6/1/2017 2423.41 7/1/2017 2470.3 8/1/2017 2471.65 9/1/2017 2519.36 ######## 2575.26 ######## 2584.84 ######## 2673.61 1/1/2018 2823.81 2/1/2018 2713.83 3/1/2018 2640.87...
Given the monthly returns that follow: Month Portfolio Return S&P 500 Return Jan. 5.5.% 5.8% Feb....
Given the monthly returns that follow: Month Portfolio Return S&P 500 Return Jan. 5.5.% 5.8% Feb. -2.4 -3.3 March -1.8 -1.5 April 2.7 2.0 May 0.7 -0.1 June -0.9 -0.4 July 0.1 0.5 August 1.5 2.0 September -0.8 -0.6 October -3.2 -3.7 November 2.4 1.6 December 0.6 0.1 Calculate R2:    Alpha:   % Beta:    Average return difference (with signs):   % Average return difference (without signs)   %
Using the below returns, what is the average return, the variance, and the standard deviation 1.38%...
Using the below returns, what is the average return, the variance, and the standard deviation 1.38% 11.77% :21.61% -4.23% 31.22%
The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500...
The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. FUND AVG STD DEV BETA A 18% 30% 1.05 B 25% 35% 1.3 C 20% 25% 1.2 S&P 500 15% 20% 1.0 Rf 5% If these portfolios are subcomponents that make up part of a well-diversified portfolio, then portfolio ______ is preferred. a. fund a b. fund b c. fund c d. s&p 500
1. With the limited information below on monthly returns for a stock and the S&P 500...
1. With the limited information below on monthly returns for a stock and the S&P 500 market index, what would you guess is this stock's CAPM beta? Month 1: Stock -7.4%, Market -2.0% Month 2: Stock -4.0%, Market -4.0% Month 3: Stock +2.2%, Market +0.5% Month 4: Stock +13.4%, Market +10.8% Group of answer choices: a) Beta is greater than one b) Beta is one c) Beta is between zero and one d) Beta is zero e) Beta is negative...
ADVERTISEMENT
Subjects
ADVERTISEMENT
Latest Questions
ADVERTISEMENT